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

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

NBBKNasdaqSavings Institutions, Not Federally Chartered

NB Bancorp, Inc. (NBBK) earnings date, market-implied expected move, and options open interest by expiry

22.78

+0.49 · +2.20%

post 22.78 0.00%

After hours16:00 ETdelayed

Open23.31Volume251,427Mkt cap$891.6MDiv yield1.26%

Day22.78 – 23.310%52-wk17.25 – 23.3391%

NBBK

NB Bancorp, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 21

after close · in 78 days

est.Q4 FY26

Calendar

Next report

Last report

−2.28%

vs ±2.6% implied · ×0.89

shaded = implied · ▲▼ = realized

Oct 15 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+1.72%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

162 managers

Top fund weight

0.03%

NBBK weight · IWM

N-PORTJun 30 '26

3 funds

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

NB Bancorp (NBBK) is expected to report on Jan 21 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±6.5%
avg realized: ±4.2%

Jan 22 '25Jan 22 '25confirmed±3.2%▲+4.13%×1.28

Apr 22 '25Apr 22 '25confirmed±6.2%▲+3.73%×0.60

Jul 23 '25Jul 23 '25confirmed±3.8%▲+3.70%×0.97

Oct 22 '25Oct 22 '25confirmed±7.2%▲+2.07%×0.29

Jan 22 '26Jan 22 '26confirmed±12.2%▼−1.26%×0.10

Q1 FY26Apr 22 '26confirmed±7.1%▼−10.68%×1.49

Q2 FY26Jul 22 '26confirmed±9.4%▲+5.69%×0.60

Oct 15 '26Oct 15 '26confirmed±2.6%▼−2.28%×0.89

quarterimplied−15%0+15%realized×

Oct '26±2.6%▼−2.28%×0.89

Q2 FY26±9.4%

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

Implied vs realized

Positioning

OI · 2 expiries · Oct 19 close

6.95OI · 2 expiries · Oct 19 closeP/C open interest · Nov 20 · nearest expiry

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

772+1%Nov 2016d1110%

890%Jan 1572d0.081,0960%0.08

ExpiryPutsCallsP/C

Nov 2016d772+1%1110%6.95

Jan 1572d890%1,0960%0.08

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 filedQ3 FY26

30.22%as filednet margin · revenue +2.46% QoQ · +47.98% YoY

Revenue$77M+2.46%

Pre-tax income$29M+5.54%

Net income$23M30.22%+9.52%

Tax$6M−7.63%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.21· ±1.5% vs ±1.2% · 23 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%8 of 23×1.21

PPIproducer prices±1.3%6 of 11×1.10

NFPjobs report±1.0%4 of 10×0.79

CPIconsumer prices±0.9%4 of 11×0.73

GDPgross domestic product±0.8%10 of 20×0.68

CPROFcorporate profits±0.8%6 of 12×0.64

PCEpersonal income & outlays±0.8%10 of 20×0.63

Bar = avg |move| to ±2% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 0.58 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	—	0.58	—
Q2 FY26	Jul 22 '26 · confirmed	0.53	—
Q1 FY26	Apr 22 '26 · confirmed	0.36	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod