BMONYSECommercial Banks, NEC

Bank of Montreal (BMO) earnings date, market-implied expected move, and options open interest by expiry

170.85

−3.81 · −2.18%

post 170.84 0.00%

Closed16:00 ET

Open173.97Volume2.2MMkt cap$121.3BP/E15.15Div yield2.82%

Day170.41 – 173.9712%52-wk116.21 – 185.9278%

BMO

Bank of Montreal

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

Next report

Last report

—

Linked news

2dLPLA · supplierLPL Financial Holdings posts q3 net income $356.6 million, $4.52 diluted
3dZG · customerZillow agrees to $212.5 million securities class-action settlement
4dSEVN · customerSeven Hills Realty Trust posts Q3 net income $8,052 thousand, EPS $0.36

News

Largest filed tie

13F top-10 QoQ

−3.45%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

665 managers

Top fund weight

3.69%

BMO weight · EWC

N-PORTAug 31 '26

2 funds

No upcoming report date for Bank of Montreal (BMO). No implied move.

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 30 close

0.64OI · 4 expiries · Oct 30 closeP/C open interest · Nov 20 · nearest expiry

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

1,535+11%Nov 2019d2,407−5%

3,0990%Dec 1847d0.694,513−1%0.69

4,901+8%Jan 1575d2.172,256−1%2.17

300+4%Mar 19138d0.60502+1%0.60

ExpiryPutsCallsP/C

Nov 2019d1,535+11%2,407−5%0.64

Dec 1847d3,0990%4,513−1%0.69

Jan 1575d4,901+8%2,256−1%2.17

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

No filed income statement.

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

PPI ×1.64· ±1.5% vs ±0.9% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.5%7 of 11×1.64

PCEpersonal income & outlays±1.2%12 of 20×1.34

FOMCrate decision±1.2%14 of 24×1.30

GDPgross domestic product±1.2%12 of 20×1.28

CPROFcorporate profits±1.0%8 of 12×1.10

NFPjobs report±0.9%2 of 10×0.95

CPIconsumer prices±0.8%6 of 11×0.91

Bar = avg |move| to ±2% · tick = ±0.9% avg day · ×base = |move| ÷ ±0.9% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod