How often does Bank of Marin Bancorp move more than the options market prices?

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

BMRCNasdaqState Commercial Banks

Bank of Marin Bancorp (BMRC) earnings date, market-implied expected move, and options open interest by expiry

29.71

+0.66 · +2.28%

Regular session14:29 ET

Open29.53Volume111,576Mkt cap$470.4MEPS-0.91Div yield3.44%

Day29.53 – 29.7199%52-wk22.93 – 30.6588%

BMRC

Bank of Marin Bancorp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

before open · in 82 days

est.Q4 FY26

Calendar

Next report

Last report

+2.55%

shaded = implied · ▲▼ = realized

Oct 26 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+4.26%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

141 managers

Top fund weight

0.01%

BMRC weight · IWM

N-PORTJun 30 '26

3 funds

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

Bank of Marin Bancorp (BMRC) is expected to report on Jan 25 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±15.9%
avg realized: ±3.3%

Jan 27 '25Jan 27 '25confirmed±15.8%▲+5.63%×0.36

Apr 28 '25Apr 28 '25confirmed±18.0%▲+0.72%×0.04

Jul 28 '25Jul 28 '25confirmed±9.1%▼−0.59%×0.06

Q3 FY25Oct 27 '25confirmed±26.3%▲+4.86%×0.19

Jan 26 '26Jan 26 '26confirmed±17.9%▲+3.75%×0.21

Q1 FY26Apr 27 '26confirmed±11.7%▼−2.20%×0.19

Q2 FY26Jul 27 '26confirmed±12.3%▲+5.32%×0.43

Oct 26 '26Oct 26 '26confirmed—▲+2.55%—

quarterimplied−30%0+30%realized×

Oct '26—▲+2.55%—

Q2 FY26±12.3%+5.32%

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 28 close

0.20OI · 1 expiry · Aug 28 closeP/C open interest · Jan 15 · nearest expiry

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

1−50%Jan 1572d50%

ExpiryPutsCallsP/C

Jan 1572d1−50%50%0.20

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

27.23%as filednet margin · revenue −0.54% QoQ · +263.06% YoY

Revenue$34M−0.54%

Pre-tax income$13M+9.28%

Net income$9M27.23%+8.65%

Tax$3M+11.01%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:15 ET

Intraday

Event sensitivity

FOMC ×1.48· ±2.2% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%9 of 24×1.48

PPIproducer prices±1.3%6 of 11×0.85

NFPjobs report±1.1%5 of 10×0.74

PCEpersonal income & outlays±0.8%8 of 20×0.56

GDPgross domestic product±0.8%8 of 20×0.52

CPROFcorporate profits±0.7%5 of 12×0.45

CPIconsumer prices±0.5%5 of 11×0.32

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 0.58 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 27 '26 · confirmed	0.58	—
Q1 FY26	Apr 27 '26 · confirmed	0.53	—
Q3 FY25	Oct 27 '25 · confirmed	0.47	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod