How often does Community Trust Bancorp move more than the options market prices?

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

CTBINasdaqState Commercial Banks

Community Trust Bancorp Inc (CTBI) earnings date, market-implied expected move, and options open interest by expiry

70.77

+1.39 · +2.00%

post 70.77 0.00%

After hours16:00 ETdelayed

Open71.04Volume147,907Mkt cap$1.3BP/E11.81EPS5.99Div yield3.23%

Day70.72 – 71.378%52-wk49.63 – 79.1972%

CTBI

Community Trust Bancorp Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 20

before open · in 77 days

est.Q4 FY26

Calendar

Next report

Last report

−9.26%

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−9.53%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

188 managers

Top fund weight

0.04%

CTBI weight · IWM

N-PORTJun 30 '26

3 funds

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

Community Trust Bancorp (CTBI) is expected to report on Jan 20 before open (estimated date).

Implied vs realized

8 reports

2 of 7≥ implied

avg implied: ±7.0%
avg realized: ±4.2%

Jan 15 '25Jan 15 '25confirmed±8.4%▲+2.31%×0.28

Apr 16 '25Apr 16 '25confirmed±9.9%▲+1.15%×0.12

Jul 16 '25Jul 16 '25confirmed±5.7%▲+3.82%×0.68

Q3 FY25Oct 15 '25confirmed±5.2%▼−5.25%×1.01

Jan 21 '26Jan 21 '26confirmed±6.9%▲+10.06%×1.45

Q1 FY26Apr 15 '26confirmed±6.5%▲+2.69%×0.41

Q2 FY26Jul 15 '26confirmed±6.1%▲+3.85%×0.63

Oct 21 '26Oct 21 '26confirmed—▼−9.26%—

quarterimplied−15%0+15%realized×

Oct '26—▼−9.26%—

Q2 FY26±6.1%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.70OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

2+100%Nov 2016d0.5040%0.50

12+9%Dec 1844d0.2450+4%0.24

report · Jan 20 · before open · est.

70%Mar 19135d100%

ExpiryPutsCallsP/C

Nov 2016d2+100%40%0.50

Dec 1844d12+9%50+4%0.24

report · Jan 20 · before open · est.

Mar 19135d70%

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

37.74%as filednet margin · revenue +5.78% QoQ · +11.79% YoY

Revenue$78M+5.78%

Pre-tax income$38M+8.48%

Net income$30M37.74%+8.94%

Tax$9M+6.96%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.69· ±2.1% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%11 of 24×1.69

PPIproducer prices±1.4%5 of 10×1.14

CPROFcorporate profits±0.9%5 of 12×0.76

NFPjobs report±0.9%5 of 10×0.72

GDPgross domestic product±0.8%7 of 19×0.66

PCEpersonal income & outlays±0.8%5 of 19×0.64

CPIconsumer prices±0.6%6 of 10×0.52

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.64 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 15 '26 · confirmed	1.64	—
Q1 FY26	Apr 15 '26 · confirmed	1.50	—
Q3 FY25	Oct 15 '25 · confirmed	1.32	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod