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

Implied ±11.6%, either direction · provisional.

FNBNYSENational Commercial Banks

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

18.06

Closed16:00 ET

Open18.27Volume4.7MMkt cap$6.4BP/E10.69EPS1.69Div yield2.77%

Day17.96 – 18.2732%52-wk14.78 – 19.4570%

FNB

FNB Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.6%implied · straddle

15.9620.16

spot 18.06exp Feb 19ATM strike 17.5ATM straddle 2.48IV 32%

Oct 30 closeprovisionalthin chain

Expected move

Inputs

Next report

Jan 20

before open · in 81 days

est.Q4 FY26

Calendar

Next report

Last report

+4.13%

vs ±5.8% implied · ×0.72

shaded = implied · ▲▼ = realized

Oct 20 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+9.67%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

523 managers

Top fund weight

0.19%

FNB weight · MDY

N-PORTJun 30 '26

4 funds

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

FNB (FNB) is expected to report on Jan 20 before open (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 17 '26confirmed—▲+0.95%—

Oct 20 '26Oct 20 '26confirmed±5.8%▲+4.13%×0.72

quarterimplied−10%0+10%realized×

Oct '26±5.8%▲+4.13%×0.72

Q2 FY26—▲+0.95%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 21 close

0.25OI · 2 expiries · Oct 21 closeP/C open interest · Feb 19 · first expiry after the report

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

290+1%Nov 2020d0.614730%0.61

report · Jan 20 · before open · est.

720%Feb 19111d2830%

ExpiryPutsCallsP/C

Nov 2020d290+1%4730%0.61

report · Jan 20 · before open · est.

Feb 19111d720%2830%0.25

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

Positioning

Linked exposure

scenario · straddle±11.6%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

32.18%as filednet margin · revenue +2.89% QoQ · +5.47% YoY

Revenue$463M+2.89%

Pre-tax income$188M+8.05%

Net income$149M32.18%+8.76%

Tax$39M+5.41%

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 ×1.38· ±1.7% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.7%11 of 24×1.38

PPIproducer prices±1.3%6 of 11×1.01

NFPjobs report±1.0%3 of 10×0.76

PCEpersonal income & outlays±0.9%9 of 19×0.72

GDPgross domestic product±0.9%10 of 19×0.70

CPROFcorporate profits±0.9%7 of 12×0.70

CPIconsumer prices±0.6%7 of 11×0.45

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

Earnings history

EPS 0.42 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 17 '26 · confirmed	0.42	—
Q1 FY26	—	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod