What move does the options market price into Eastern Bankshares's report?

Implied ±12.8%, either direction · provisional.

How often does Eastern Bankshares move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

EBCNasdaqSavings Institution, Federally Chartered

Eastern Bankshares, Inc. (EBC) earnings date, market-implied expected move, and options open interest by expiry

23.31

+0.61 · +2.69%

post 23.17 −0.60%

Closed16:40 ET

Open23.07Volume2.7MMkt cap$5.3BP/E12.94EPS1.79Div yield2.40%

Day23.07 – 23.4924%52-wk16.42 – 23.7093%

EBC

Eastern Bankshares, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.8%implied · straddle

20.3426.28

spot 23.31exp Feb 19ATM strike 22.5ATM straddle 3.50IV 35%

Nov 4 closeprovisionalthin chain

Expected move

Inputs

Next report

Jan 21

after close · in 78 days

est.Q4 FY26

Calendar

Next report

Last report

+1.31%

vs ±8.1% implied · ×0.16

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+18.83%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

326 managers

Top fund weight

0.14%

EBC weight · IWM

N-PORTJun 30 '26

4 funds

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

Eastern Bankshares (EBC) is expected to report on Jan 21 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±8.3%
avg realized: ±2.5%

Jan 23 '25Jan 23 '25confirmed±5.9%▲+1.42%×0.24

Apr 24 '25Apr 24 '25confirmed±8.4%▼−6.46%×0.77

Jul 24 '25Jul 24 '25confirmed±15.0%▲+1.20%×0.08

Q3 FY25Oct 23 '25confirmed±7.2%▼−3.81%×0.53

Jan 22 '26Jan 22 '26confirmed±6.7%▼−1.52%×0.23

Q1 FY26Apr 23 '26confirmed±5.0%▼−2.97%×0.60

Q2 FY26Jul 23 '26confirmed±9.7%▲+1.33%×0.14

Oct 22 '26Oct 22 '26confirmed±8.1%thin chain▲+1.31%×0.16

quarterimplied−20%0+20%realized×

Oct '26±8.1%▲+1.31%×0.16

Q2 FY26±9.7%▲+1.33%×0.14

Q1 FY26±5.0%▼−2.97%×0.60

Jan '26±6.7%▼−1.52%×0.23

Q3 FY25±7.2%▼−3.81%×0.53

Jul '25±15.0%▲+1.20%×0.08

2 older reports

Apr '25±8.4%▼−6.46%×0.77

Jan '25±5.9%▲+1.42%×0.24

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 4 close

0.05OI · 2 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

840%Nov 2016d0.22379+2%0.22

report · Jan 21 · after close · est.

14+250%Feb 19107d2980%

ExpiryPutsCallsP/C

Nov 2016d840%379+2%0.22

report · Jan 21 · after close · est.

Feb 19107d14+250%2980%0.05

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

Positioning

Linked exposure

scenario · straddle±12.8%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

33.99%as filednet margin · revenue +7.39% QoQ · +26.40% YoY

Revenue$310M+7.39%

Pre-tax income$135M+60.83%

Net income$105M33.99%+61.22%

Tax$30M+59.46%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:30 ET

Intraday

Event sensitivity

FOMC ×1.55· ±2.1% vs ±1.4% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.1%11 of 24×1.55

PPIproducer prices±1.2%5 of 11×0.91

NFPjobs report±0.9%4 of 10×0.66

CPROFcorporate profits±0.9%7 of 12×0.63

PCEpersonal income & outlays±0.8%11 of 20×0.61

GDPgross domestic product±0.8%12 of 20×0.59

CPIconsumer prices±0.8%4 of 11×0.55

Bar = avg |move| to ±3% · tick = ±1.4% avg day · ×base = |move| ÷ ±1.4% · min 6 releases

Earnings history

EPS 0.48 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 23 '26 · confirmed	0.48	—
Q1 FY26	Apr 23 '26 · confirmed	0.29	—
Q3 FY25	Oct 23 '25 · confirmed	0.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod