RYNYSECommercial Banks, NEC

Royal Bank of Canada (RY) earnings date, market-implied expected move, and options open interest by expiry

202.97

−3.06 · −1.49%

post 202.97 0.00%

Closed16:00 ET

Open206.80Volume1.5MMkt cap$284.3BP/E9.43Div yield2.34%

Day201.84 – 206.8023%52-wk139.68 – 216.7582%

Royal Bank of Canada

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

News

31dRBC Capital Markets krijgt van European Commodity Clearing de status van General Clearing Member
31dRBC Capital Markets erhielt von European Commodity Clearing den Status eines „General Clearing Member"
31dRBC Capital Markets s'est vu attribuer le statut de General Clearing Member par European Commodity Clearing

News

Next report

Last report

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Largest filed tie

13.00%

of SSR Mining revenue

supplierSSRM 10-K

Largest filed tie

13F top-10 QoQ

−1.62%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

930 managers

Top fund weight

8.98%

RY weight · EWC

N-PORTAug 31 '26

2 funds

No upcoming report date for Royal Bank of Canada (RY).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 4 expiries · Oct 29 close

0.63OI · 4 expiries · Oct 29 closeP/C open interest · Nov 20 · nearest expiry

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

1,9370%Nov 2019d3,071+18%

943−44%Dec 1847d0.332,849+53%0.33

6,710+28%Jan 1575d0.788,550+13%0.78

513+9%Apr 16166d0.501,024+13%0.50

ExpiryPutsCallsP/C

Nov 2019d1,9370%3,071+18%0.63

Dec 1847d943−44%2,849+53%0.33

Jan 1575d6,710+28%8,550+13%0.78

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

No filed income statement.

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

GDP ×1.45· ±1.2% vs ±0.8% · 20 releases

eventrelease day|move|up · n×base

GDPgross domestic product±1.2%11 of 20×1.45

FOMCrate decision±1.1%13 of 25×1.39

PPIproducer prices±1.1%5 of 11×1.33

PCEpersonal income & outlays±1.0%10 of 20×1.28

CPROFcorporate profits±1.0%7 of 12×1.23

CPIconsumer prices±0.6%6 of 11×0.81

NFPjobs report±0.6%2 of 10×0.76

Bar = avg |move| to ±2% · tick = ±0.8% avg day · ×base = |move| ÷ ±0.8% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod