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

Implied ±7.9%, either direction · provisional.

FHNNYSENational Commercial Banks

First Horizon Corp (FHN) earnings date, market-implied expected move, and options open interest by expiry

23.27

−0.39 · −1.65%

post 23.27 0.00%

Closed16:00 ET

Open23.70Volume5.9MMkt cap$11.0BP/E11.03EPS2.11Div yield2.84%

Day23.17 – 23.7019%52-wk19.84 – 26.2554%

FHN

First Horizon Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±7.9%implied · straddle

21.4225.12

spot 23.27exp Jan 15ATM strike 23ATM straddle 2.17IV 26%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 14

before open · in 75 days

est.Q4 FY26

Calendar

Next report

Last report

+0.84%

vs ±3.7% implied · ×0.23

shaded = implied · ▲▼ = realized

Oct 15 '26 · confirmed

Implied vs realized

Linked news

18hTD · customerTD Announces Interest Rate Reset on CAD Limited Recourse Capital Notes, Series 1
1dV · supplierSecret SantAI? Visa Survey Finds Americans Quietly Turning to AI for Holiday Shopping Help
2dTFC · supplierTruist Financial net income available to common shareholders $684 million; diluted EPS $0.56

News

Largest filed tie

13F top-10 QoQ

−2.07%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

677 managers

Top fund weight

0.33%

FHN weight · MDY

N-PORTJun 30 '26

3 funds

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

First Horizon (FHN) is expected to report on Jan 14 before open (estimated date).

Implied vs realized

1 report

—≥ implied

Oct 15 '26Oct 15 '26confirmed±3.7%▲+0.84%×0.23

quarterimplied−5%0+5%realized×

Oct '26±3.7%▲+0.84%×0.23

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 19 close

0.09OI · 4 expiries · Oct 19 closeP/C open interest · Jan 15 · first expiry after the report

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

1,185+9%Nov 2020d0.01165,1630%0.01

50+25%Dec 1848d5.0010+100%5.00

report · Jan 14 · before open · est.

15,3970%Jan 1576d165,9400%

473+8%Feb 19111d0.212,304+1%0.21

ExpiryPutsCallsP/C

Nov 2020d1,185+9%165,1630%0.01

Dec 1848d50+25%10+100%5.00

report · Jan 14 · before open · est.

Jan 1576d15,3970%

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

Positioning

Linked exposure

scenario · straddle±7.9%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

30.89%as filednet margin · revenue +2.90% QoQ · +6.87% YoY

Revenue$887M+2.90%

Pre-tax income$340M−0.58%

Net income$274M30.89%+3.01%

Tax$66M−13.16%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.22· ±1.6% vs ±1.3% · 25 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.6%11 of 25×1.22

PPIproducer prices±1.2%5 of 11×0.94

NFPjobs report±1.1%2 of 10×0.81

GDPgross domestic product±1.1%9 of 19×0.81

CPROFcorporate profits±1.0%6 of 12×0.74

PCEpersonal income & outlays±0.9%8 of 19×0.65

CPIconsumer prices±0.8%3 of 11×0.58

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

Earnings history

EPS 0.54 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	—	0.54	—
Q1 FY26	—	0.53	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod