What move does the options market price into Avidia Bancorp's report?

Implied ±15.6%, either direction · provisional.

AVBCSavings Institutions, Not Federally Chartered

Avidia Bancorp, Inc. (AVBC) earnings date, market-implied expected move, and options open interest by expiry

23.50

−0.04 · −0.18%

post 23.50 −0.01%

Closed16:00 ET

Open23.53Volume121,958Mkt cap$436.6MP/E24.82Div yield0.68%

Day23.50 – 23.670%52-wk14.64 – 23.7298%

AVBC

Avidia Bancorp, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±15.6%implied · straddle

19.8227.18

spot 23.50exp Feb 19ATM strike 22.5ATM straddle 4.32IV 42%

Oct 30 closeprovisionalthin chain

Expected move

Inputs

Next report

Feb 1

after close · in 92 days

est.Q4 FY26

Calendar

Next report

Last report

+1.63%

shaded = implied · ▲▼ = realized

Oct 23 '26 · confirmed

Implied vs realized

Linked news

2dMA · supplierMastercard Q3 net income $4,628 million, net revenue $9,807 million, EPS $5.28

News

Largest filed tie

13F top-10 QoQ

+36.78%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

81 managers

Top fund weight

0.01%

AVBC weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Avidia Bancorp (AVBC) is expected to report on Feb 1 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 27 '26confirmed—▲+3.37%—

Oct 23 '26Oct 23 '26confirmed—▲+1.63%—

quarterimplied−5%0+5%realized×

Oct '26—▲+1.63%—

Q2 FY26—▲+3.37%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 2 expiries · Oct 30 close

0.00OI · 2 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

14+17%Nov 2019d0.072020%0.07

report · Feb 1 · after close · est.

10%Feb 19110d3020%

ExpiryPutsCallsP/C

Nov 2019d14+17%2020%0.07

report · Feb 1 · after close · est.

Feb 19110d10%3020%0.00

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±15.6%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

22.58%as filednet margin · revenue +4.92% QoQ · +7.83% YoY

Revenue

$32M+4.92% QoQ

Gross profit

$22M+9.12% QoQ

68.16% margin

Operating income

$10M+17.49% QoQ

32.03% margin

Pre-tax income

$9M+15.71% QoQ

Net income

$7M+19.58% QoQ

22.58% margin

Cost of revenue

$10M−3.07% QoQ

Operating expenses

$11M+2.64% QoQ

Other operating $7M

SG&A $4M

Marketing $424,000

Other expense

$697,000

Tax

$2M+5.11% QoQ

Revenue$32M+4.92%

Gross profit

$22M+9.12%

68.16% margin

Operating income

$10M+17.49%

32.03% margin

Pre-tax income

$9M+15.71%

Net income

$7M+19.58%

22.58% margin

Cost of revenue

$10M−3.07%

Operating expenses

$11M+2.64%

Other operating $7M

SG&A $4M

Marketing $424,000

Other expense

$697,000

Tax$2M+5.11%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×0.96· ±1.1% vs ±1.2% · 9 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.1%2 of 9×0.96

NFPjobs report±1.1%5 of 10×0.91

PPIproducer prices±0.9%5 of 11×0.82

GDPgross domestic product±0.9%9 of 12×0.81

CPROFcorporate profits±0.9%6 of 9×0.76

PCEpersonal income & outlays±0.8%7 of 12×0.70

CPIconsumer prices±0.8%6 of 11×0.65

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.39 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 27 '26 · confirmed	0.39	—
Q1 FY26	—	0.32	—
Q3 FY25	—	-0.05	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod