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

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

NBTBNasdaqNational Commercial Banks

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

53.88

+1.27 · +2.42%

Regular session11:39 ET

Open54.62Volume518,400Mkt cap$2.7BP/E13.11EPS4.11Div yield2.87%

Day53.62 – 54.6226%52-wk38.15 – 54.0899%

NBTB

NBT Bancorp Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

after close · in 82 days

est.Q4 FY26

Calendar

Next report

Last report

−1.74%

vs ±7.6% implied · ×0.23

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmedthin chain

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+9.30%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

280 managers

Top fund weight

0.08%

NBTB weight · IWM

N-PORTJun 30 '26

5 funds

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

NBT Bancorp (NBTB) is expected to report on Jan 25 after close (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±8.9%
avg realized: ±2.6%

Jan 27 '25Jan 27 '25confirmed±6.5%▼−5.36%×0.82

Apr 24 '25Apr 24 '25confirmed±7.8%▲+0.57%×0.07

Jul 28 '25Jul 28 '25confirmed±9.3%▲+3.76%×0.40

Q3 FY25Oct 27 '25confirmed±8.4%▲+1.37%×0.16

Jan 26 '26Jan 26 '26confirmed±14.4%▼−1.12%×0.08

Q1 FY26Apr 23 '26confirmed±9.3%▼−4.50%×0.48

Q2 FY26Jul 27 '26confirmed±8.3%▲+2.13%×0.26

Oct 27 '26Oct 27 '26confirmed±7.6%thin chain▼−1.74%×0.23

quarterimplied−15%0+15%realized×

Oct '26±7.6%▼−1.74%×0.23

Q2 FY26±8.3%▲+2.13%×0.26

Q1 FY26±9.3%▼−4.50%×0.48

Jan '26±14.4%▼−1.12%×0.08

Q3 FY25±8.4%▲+1.37%×0.16

Jul '25±9.3%▲+3.76%×0.40

2 older reports

Apr '25±7.8%▲+0.57%×0.07

Jan '25±6.5%▼−5.36%×0.82

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

Implied vs realized

Positioning

OI · 1 expiry · Nov 3 close

0.01OI · 1 expiry · Nov 3 closeP/C open interest · Nov 20 · nearest expiry

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

3−40%Nov 2016d429−3%

ExpiryPutsCallsP/C

Nov 2016d3−40%429−3%0.01

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

28.41%as filednet margin · revenue +1.20% QoQ · +9.08% YoY

Revenue$187M+1.20%

Pre-tax income$69M+3.66%

Net income$53M28.41%+3.69%

Tax$16M+3.56%

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 ×1.78· ±2.2% vs ±1.3% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.2%11 of 24×1.78

PPIproducer prices±1.2%7 of 11×0.94

GDPgross domestic product±0.9%11 of 20×0.75

NFPjobs report±0.9%3 of 10×0.73

CPROFcorporate profits±0.8%7 of 12×0.64

PCEpersonal income & outlays±0.8%10 of 20×0.61

CPIconsumer prices±0.6%7 of 11×0.47

Bar = avg |move| to ±3% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 1.02 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 27 '26 · confirmed	1.02	—
Q1 FY26	Apr 23 '26 · confirmed	0.98	—
Q3 FY25	Oct 27 '25 · confirmed	1.03	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod