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

Implied ±12.4%, either direction · provisional.

How often does Lcnb move more than the options market prices?

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

LCNBNasdaqNational Commercial Banks

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

20.23

+0.56 · +2.83%

post 20.23 +0.03%

After hours16:00 ETdelayed

Open20.40Volume21,534Mkt cap$280.4MDiv yield4.47%

Day20.16 – 20.4030%52-wk14.40 – 21.0887%

LCNB

Lcnb Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.4%implied · straddle

17.7822.80

spot 20.29exp Feb 19ATM strike 20ATM straddle 2.95IV 34%

Nov 4 closeprovisionalthin chain

Expected move

Inputs

Next report

Jan 28

after close · in 85 days

est.Q4 FY26

Calendar

Next report

Last report

+0.48%

vs ±13.1% implied · ×0.04

shaded = implied · ▲▼ = realized

Oct 15 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+4.96%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

106 managers

Top fund weight

0.01%

LCNB weight · IWM

N-PORTJun 30 '26

3 funds

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

Lcnb (LCNB) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±13.1%
avg realized: ±2.5%

Jan 30 '25Jan 30 '25confirmed±4.1%▲+2.38%×0.58

Apr 22 '25Apr 22 '25confirmed±15.9%▼−0.14%×0.01

Jul 22 '25Jul 22 '25confirmed±15.6%▲+0.58%×0.04

Oct 22 '25Oct 22 '25confirmed±9.9%▲+1.35%×0.14

Jan 29 '26Jan 29 '26confirmed±24.1%▼−0.87%×0.04

Q1 FY26Apr 22 '26confirmed±9.8%▼−3.49%×0.36

Q2 FY26Jul 15 '26confirmed±12.5%▲+10.53%×0.84

Q3 FY26Oct 15 '26confirmed±13.1%▲+0.48%×0.04

quarterimplied−25%0+25%realized×

Q3 FY26±13.1%▲+0.48%×0.04

Q2 FY26±12.5%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 20 close

1.87OI · 2 expiries · Oct 20 closeP/C open interest · Feb 19 · first expiry after the report

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

10%Nov 2016d0.002160%0.00

report · Jan 28 · after close · est.

1420%Feb 19107d760%

ExpiryPutsCallsP/C

Nov 2016d10%2160%0.00

report · Jan 28 · after close · est.

Feb 19107d1420%760%1.87

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

Positioning

Linked exposure

scenario · straddle±12.4%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

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

Linked exposure

Revenue flow

as filedQ3 FY26

29.21%as filednet margin · revenue −0.49% QoQ · +4.99% YoY

Revenue$25M−0.49%

Pre-tax income$9M−2.34%

Net income$7M29.21%−2.47%

Tax$2M−1.77%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.44· ±2.2% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%11 of 24×1.44

PPIproducer prices±1.5%5 of 10×0.98

NFPjobs report±1.3%4 of 10×0.83

CPROFcorporate profits±1.2%8 of 12×0.77

GDPgross domestic product±1.1%9 of 19×0.73

PCEpersonal income & outlays±1.0%11 of 19×0.64

CPIconsumer prices±0.8%4 of 10×0.49

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

Earnings history

EPS 0.51 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 15 '26 · confirmed	0.51	—
Q2 FY26	Jul 15 '26 · confirmed	0.53	—
Q1 FY26	Apr 22 '26 · confirmed	0.31	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod