What move does the options market price into Pinnacle Financial Partners's report?

Implied ±11.2%, either direction · provisional.

PNFPNYSENational Commercial Banks

Pinnacle Financial Partners, Inc. (PNFP) earnings date, market-implied expected move, and options open interest by expiry

101.65

Closed15:59 ET

Open101.51Volume1.3MMkt cap$15.4BP/E19.65Div yield1.48%

Day100.81 – 101.9772%52-wk80.29 – 109.8172%

PNFP

Pinnacle Financial Partners, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±11.2%implied · straddle

90.27113.05

spot 101.66exp Feb 19ATM strike 100ATM straddle 13.40IV 30%

Oct 30 closeprovisional

Expected move

Inputs

Next report

Jan 20

after close · in 81 days

est.Q4 FY26

Calendar

Next report

Last report

+3.06%

vs ±6.0% implied · ×0.51

shaded = implied · ▲▼ = realized

Oct 21 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+8.03%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

712 managers

Top fund weight

0.42%

PNFP weight · MDY

N-PORTJun 30 '26

3 funds

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

Pinnacle Financial Partners (PNFP) is expected to report on Jan 20 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 22 '26confirmed—▲+2.80%—

Oct 21 '26Oct 21 '26confirmed±6.0%▲+3.06%×0.51

quarterimplied−10%0+10%realized×

Oct '26±6.0%▲+3.06%×0.51

Q2 FY26—▲+2.80%

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

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.43OI · 4 expiries · Oct 29 closeP/C open interest · Feb 19 · first expiry after the report

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

1,031+140%Nov 2020d0.911,131−1%0.91

226−1%Dec 1848d0.395780%0.39

580%Jan 1576d0.77750%0.77

report · Jan 20 · after close · est.

124+39%Feb 19111d2890%

ExpiryPutsCallsP/C

Nov 2020d1,031+140%1,131−1%0.91

Dec 1848d226−1%5780%0.39

Jan 1576d580%750%0.77

report · Jan 20 · after close · est.

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

Positioning

Linked exposure

scenario · straddle±11.2%

Funds 3

MDY±0.0%

VTI±0.0%

VT±0.0%

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

Linked exposure

Revenue flow

as filedQ2 FY26

26.65%as filednet margin · revenue +0.90% QoQ · +144.25% YoY

Revenue

$1.2B+0.90% QoQ

Gross profit

$713M+3.48% QoQ

57.92% margin

Operating income

$370M+178.20% QoQ

30.06% margin

Pre-tax income

$419M+121.69% QoQ

Net income

$328M+118.67% QoQ

26.65% margin

Cost of revenue

$518M−2.45% QoQ

Operating expenses

$343M−38.31% QoQ

Other operating $246M

Other operating $97M

Tax

$91M+133.33% QoQ

Other income

$49M−12.50% QoQ

Revenue$1.2B+0.90%

Gross profit

$713M+3.48%

57.92% margin

Operating income

$370M+178.20%

30.06% margin

Pre-tax income

$419M+121.69%

Net income

$328M+118.67%

26.65% margin

Cost of revenue

$518M−2.45%

Operating expenses

$343M−38.31%

Other operating $246M

Other operating $97M

Other income$49M−12.50%

Tax$91M+133.33%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 15:45 ET

Intraday

Event sensitivity

FOMC ×1.33· ±1.8% vs ±1.3% · 6 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.8%0 of 6×1.33

CPROFcorporate profits±1.7%4 of 6×1.32

PPIproducer prices±1.3%7 of 11×0.99

GDPgross domestic product±1.3%6 of 9×0.98

PCEpersonal income & outlays±1.3%6 of 9×0.98

NFPjobs report±1.2%1 of 9×0.90

CPIconsumer prices±0.8%5 of 10×0.64

Bar = avg |move| to ±2% · tick = ±1.3% avg day · ×base = |move| ÷ ±1.3% · min 6 releases

Earnings history

EPS 2.07 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 22 '26 · confirmed	2.07	—
Q1 FY26	—	0.89	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod