What move does the options market price into First Financial Bancorp's report?

Implied ±11.3%, either direction · provisional.

How often does First Financial Bancorp move more than the options market prices?

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

FFBCNasdaqNational Commercial Banks

First Financial Bancorp (FFBC) earnings date, market-implied expected move, and options open interest by expiry

32.85

−0.54 · −1.63%

Regular session11:49 ET

Open33.86Volume1.2MMkt cap$3.5BP/E11.48EPS2.86Div yield3.02%

Day32.85 – 33.860%52-wk22.35 – 35.9677%

FFBC

First Financial Bancorp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.3%implied · straddle

29.6137.17

spot 33.39exp Feb 19ATM strike 35ATM straddle 4.45IV 29%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Jan 27

after close · in 83 days

est.Q4 FY26

Calendar

Next report

Last report

+0.40%

vs ±7.4% implied · ×0.05

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

—

Largest filed tie

13F top-10 QoQ

+2.35%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

319 managers

Top fund weight

0.11%

FFBC weight · IWM

N-PORTJun 30 '26

4 funds

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

First Financial Bancorp (FFBC) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±9.8%
avg realized: ±3.0%

Jan 23 '25Jan 23 '25confirmed±7.8%▼−0.93%×0.12

Apr 24 '25Apr 24 '25confirmed±10.1%▼−4.46%×0.44

Jul 24 '25Jul 24 '25confirmed±7.5%▲+4.28%×0.57

Oct 23 '25Oct 23 '25confirmed±13.6%▼−0.95%×0.07

Jan 28 '26Jan 28 '26confirmed±14.4%▲+5.88%×0.41

Q1 FY26Apr 23 '26confirmed±9.0%▲+2.41%×0.27

Q2 FY26Jul 21 '26confirmed±8.5%▼−4.79%×0.56

Oct 27 '26Oct 27 '26confirmed±7.4%▲+0.40%×0.05

quarterimplied−15%0+15%realized×

Oct '26±7.4%▲+0.40%×0.05

Q2 FY26±8.5%

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

0.00OI · 2 expiries · Nov 4 closeP/C open interest · Feb 19 · first expiry after the report

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

179−2%Nov 2015d0.208960%0.20

report · Jan 27 · after close · est.

23+15%Feb 19106d5,087+20%

ExpiryPutsCallsP/C

Nov 2015d179−2%8960%0.20

report · Jan 27 · after close · est.

Feb 19106d23+15%5,087+20%0.00

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

Positioning

Linked exposure

scenario · straddle±11.3%

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

28.94%as filednet margin · revenue −2.71% QoQ · +16.72% YoY

Revenue$264M−2.71%

Pre-tax income$94M+0.93%

Net income$76M28.94%+2.70%

Tax$18M−5.98%

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 · 11:45 ET

Intraday

Event sensitivity

FOMC ×1.48· ±1.9% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.9%10 of 24×1.48

PPIproducer prices±1.4%5 of 10×1.07

NFPjobs report±1.0%4 of 10×0.78

CPROFcorporate profits±0.9%6 of 12×0.70

GDPgross domestic product±0.8%9 of 19×0.65

PCEpersonal income & outlays±0.7%8 of 19×0.58

CPIconsumer prices±0.6%3 of 10×0.45

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 0.73 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 21 '26 · confirmed	0.73	—
Q1 FY26	Apr 23 '26 · confirmed	0.71	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod