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

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

HBNCNasdaqState Commercial Banks

Horizon Bancorp Inc (HBNC) earnings date, market-implied expected move, and options open interest by expiry

21.34

+0.33 · +1.55%

Regular session11:35 ET

Open21.62Volume848,375Mkt cap$1.1BEPS-3.26Div yield3.05%

Day21.28 – 21.6218%52-wk14.93 – 21.29100%

HBNC

Horizon Bancorp Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 20

after close · in 77 days

est.

Calendar

Next report

Last report

+1.99%

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

+9.50%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

205 managers

Top fund weight

0.03%

HBNC weight · IWM

N-PORTJun 30 '26

3 funds

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

Horizon Bancorp (HBNC) is expected to report on Jan 20 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±10.1%
avg realized: ±1.8%

Jan 2 '26Jan 2 '26confirmed±8.4%▲+1.93%×0.23

Jan 21 '26Jan 21 '26confirmed±10.4%▲+2.14%×0.21

Q1 FY26Apr 1 '26confirmed±10.0%▲+0.90%×0.09

Apr 22 '26Apr 22 '26confirmed±13.7%▲+1.42%×0.10

Q2 FY26Jul 1 '26confirmed±9.9%▼−2.66%×0.27

Jul 22 '26Jul 22 '26confirmed±11.9%▼−0.79%×0.07

Oct 1 '26Oct 1 '26confirmed±6.8%▲+2.96%×0.44

Oct 21 '26Oct 21 '26confirmed—▲+1.99%—

quarterimplied−15%0+15%realized×

Oct '26—▲+1.99%—

Oct '26±6.8%

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

0.02OI · 3 expiries · Nov 3 closeP/C open interest · Mar 19 · first expiry after the report

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

0—Nov 2016d0.005−29%0.00

20%Dec 1844d0.02102+2%0.02

report · Jan 20 · after close · est.

50%Mar 19135d2780%

ExpiryPutsCallsP/C

Nov 2016d0—5−29%0.00

Dec 1844d20%102+2%0.02

report · Jan 20 · after close · est.

Mar 19135d50%

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

32.99%as filednet margin · revenue +2.75% QoQ · +13.93% YoY

Revenue$76M+2.75%

Pre-tax income$31M−4.95%

Net income$25M32.99%−4.82%

Tax$6M−5.52%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 11:30 ET

Intraday

Event sensitivity

FOMC ×1.69· ±2.5% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.5%6 of 24×1.69

PPIproducer prices±1.4%6 of 10×0.97

NFPjobs report±1.3%3 of 10×0.86

CPROFcorporate profits±0.9%7 of 12×0.61

GDPgross domestic product±0.8%9 of 19×0.56

PCEpersonal income & outlays±0.8%8 of 19×0.54

CPIconsumer prices±0.7%6 of 10×0.46

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 0.49 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 1 '26 · confirmed	0.49	—
Q1 FY26	Apr 1 '26 · confirmed	0.51	—
Q3 FY25	—	-4.69	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod