Bank of New York Mellon Corp · Brief

Next report

73 days

Jan 12 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±0.1%implied · report alone

147.00147.22

straddle ±8.2%

spot 147.11exp Jan 15ATM strike 145ATM straddle 14.20IV 26%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

—≥ implied

Jan 15 '25—▲+8.03%—

Apr 11 '25—▲+1.38%—

Jul 15 '25—▼−0.09%—

Oct 16 '25—▼−2.03%—

Jan 13 '26—▲+1.88%—

Q1 FY26—▲+2.18%—

Q2 FY26±2.8%▲+5.08%×1.79

Q3 FY26±3.1%▲+3.23%×1.05

quarterimplied−10%0+10%realized×

Q3 FY26±3.1%▲+3.23%×1.05

Q2 FY26±2.8%▲+5.08%×1.79

Q1 FY26—▲+2.18%—

Jan '26—▲+1.88%—

Oct '25—▼−2.03%—

Jul '25—▼−0.09%—

2 older reports

Apr '25—▲+1.38%—

Jan '25—▲+8.03%—

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

Bull & bear

Jan 12 report · est.

Bull1

1,882managers reporting a position in the latest quarterly filings13F · Jun 30 '26

Bear2 of 4

11tracked funds that list the company among holdingsN-PORT · Aug 31 '26

59managers holding most of reported value13F · Jun 30 '26

AI captions · Oct 19 '26once per report · top 2 per case

Linked exposure

BNY report session

No linked exposure.

Latest changes

30 daysAll changes

Oct 1impliedImplied move: ±4.4% into Oct 15 earnings (Oct 1 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.