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

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

JMSBNasdaqState Commercial Banks

John Marshall Bancorp, Inc. (JMSB) earnings date, market-implied expected move, and options open interest by expiry

23.53

+0.30 · +1.29%

post 23.53 0.00%

Closed16:00 ET

Open23.55Volume193,812Mkt cap$332.3MP/E13.68EPS1.72Div yield1.19%

Day23.43 – 23.5583%52-wk18.36 – 24.1689%

JMSB

John Marshall Bancorp, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 27

before open · in 83 days

est.Q4 FY26

Calendar

Next report

Last report

−1.93%

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+0.07%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

94 managers

Top fund weight

0.01%

JMSB weight · IWM

N-PORTJun 30 '26

3 funds

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

John Marshall Bancorp (JMSB) is expected to report on Jan 27 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±15.8%
avg realized: ±2.0%

Jan 29 '25Jan 29 '25confirmed±13.2%▲+2.45%×0.19

Apr 23 '25Apr 23 '25confirmed±12.0%▲+3.28%×0.27

Jul 23 '25Jul 23 '25confirmed±17.3%▲+1.07%×0.06

Q3 FY25Oct 29 '25confirmed±19.1%▼−2.82%×0.15

Jan 28 '26Jan 28 '26confirmed±13.5%▲+0.10%×0.01

Q1 FY26Apr 29 '26confirmed±18.2%▼−3.42%×0.19

Q2 FY26Jul 22 '26confirmed±17.5%▲+1.14%×0.07

Oct 28 '26Oct 28 '26confirmed—▼−1.93%—

quarterimplied−20%0+20%realized×

Oct '26—▼−1.93%—

Q2 FY26±17.5%▲+1.14%×0.07

Q1 FY26±18.2%▼−3.42%×0.19

Jan '26±13.5%▲+0.10%×0.01

Q3 FY25±19.1%▼−2.82%×0.15

Jul '25±17.3%▲+1.07%×0.06

2 older reports

Apr '25±12.0%▲+3.28%×0.27

Jan '25±13.2%▲+2.45%×0.19

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

Implied vs realized

Positioning

OI · 1 expiry · Aug 28 close

0.02OI · 1 expiry · Aug 28 closeP/C open interest · Dec 18 · nearest expiry

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

10%Dec 1843d42−12%

ExpiryPutsCallsP/C

Dec 1843d10%42−12%0.02

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

37.38%as filednet margin · revenue +11.81% QoQ · +21.67% YoY

Revenue$19M+11.81%

Pre-tax income$9M+15.06%

Net income$7M37.38%+15.05%

Tax$2M+15.12%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.20· ±2.2% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%9 of 24×1.20

GDPgross domestic product±1.2%7 of 19×0.68

PPIproducer prices±1.2%6 of 10×0.67

PCEpersonal income & outlays±1.1%5 of 19×0.62

NFPjobs report±0.9%5 of 10×0.52

CPROFcorporate profits±0.9%4 of 12×0.51

CPIconsumer prices±0.7%1 of 10×0.40

Bar = avg |move| to ±3% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.50 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 22 '26 · confirmed	0.50	—
Q1 FY26	Apr 29 '26 · confirmed	0.43	—
Q3 FY25	Oct 29 '25 · confirmed	0.38	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod