How often does BayCom move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

BCMLNasdaqState Commercial Banks

BayCom Corp (BCML) earnings date, market-implied expected move, and options open interest by expiry

31.52

+0.52 · +1.67%

Regular session13:58 ET

Open31.75Volume49,879Mkt cap$338.5MP/E26.26EPS1.20Div yield3.87%

Day31.51 – 31.751%52-wk25.78 – 34.6365%

BCML

BayCom Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 21

after close · in 78 days

est.Q4 FY26

Calendar

Next report

Last report

−4.55%

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+2.76%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

116 managers

Top fund weight

0.01%

BCML weight · IWM

N-PORTJun 30 '26

3 funds

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

BayCom (BCML) is expected to report on Jan 21 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±12.2%
avg realized: ±2.0%

Jan 23 '25Jan 23 '25confirmed±12.6%▲+2.16%×0.17

Apr 17 '25Apr 17 '25confirmed±12.7%▼−0.19%×0.01

Jul 17 '25Jul 17 '25confirmed±14.2%▼−1.76%×0.12

Q3 FY25Oct 23 '25confirmed±19.4%▼−0.79%×0.04

Jan 22 '26Jan 22 '26confirmed±10.7%▼−3.02%×0.28

Q1 FY26Apr 23 '26confirmed±6.2%▲+1.45%×0.23

Q2 FY26Jul 23 '26confirmed±9.7%▼−4.32%×0.45

Oct 22 '26Oct 22 '26confirmed—▼−4.55%—

quarterimplied−20%0+20%realized×

Oct '26—▼−4.55%—

Q2 FY26±9.7%▼−4.32%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 30 close

0.32OI · 1 expiry · Oct 30 closeP/C open interest · Dec 18 · nearest expiry

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

660%Dec 1844d2040%

ExpiryPutsCallsP/C

Dec 1844d660%2040%0.32

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

−27.61%as filednet margin · revenue −5.71% QoQ · +2.19% YoY

Revenue$25M−5.71%

Pre-tax income−$7M−165.89%

Net income−$7M−27.61%−185.11%

Tax−$223,000−108.18%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 13:45 ET

Intraday

Event sensitivity

FOMC ×1.47· ±2.0% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.0%9 of 24×1.47

CPROFcorporate profits±1.6%7 of 12×1.23

CPIconsumer prices±1.4%4 of 10×1.04

GDPgross domestic product±1.2%10 of 19×0.93

PCEpersonal income & outlays±1.1%8 of 19×0.83

PPIproducer prices±1.0%4 of 10×0.75

NFPjobs report±0.8%5 of 10×0.62

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS -0.64 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 23 '26 · confirmed	-0.64	—
Q1 FY26	Apr 23 '26 · confirmed	0.75	—
Q3 FY25	Oct 23 '25 · confirmed	0.46	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod