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

Implied ±1.9%, either direction.

How often does State Street move more than the options market prices?

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

STTNYSEState Commercial Banks

State Street Corp (STT) earnings date, market-implied expected move, and options open interest by expiry

169.52

+0.21 · +0.12%

post 170.13 +0.36%

Closed18:00 ET

Open169.90Volume1.4MMkt cap$46.1BP/E13.67EPS12.45Div yield2.03%

Day169.02 – 170.13100%52-wk109.04 – 194.9071%

STT

State Street Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±1.9%implied · report alone

8Q avg ±3.3%·×0.57·cheap

166.49172.93

straddle ±9.0%

spot 169.71exp Jan 15ATM strike 170ATM straddle 18.05IV 30%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Jan 15

before open · in 72 days

est.Q4 FY26

Calendar

Next report

Last report

−4.14%

vs ±3.7% implied · ×1.12

shaded = implied · ▲▼ = realized

Oct 14 '26 · confirmed

Implied vs realized

Linked news

97dVALU · customerVALUE LINE, INC. ANNOUNCES HIGHER FISCAL YEAR 2026 EARNINGS

News

Largest filed tie

13F top-10 QoQ

+1.72%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

1,259 managers

Top fund weight

0.62%

STT weight · XLF

N-PORTJun 30 '26

11 funds

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

State Street (STT) is expected to report on Jan 15 before open (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±4.6%
avg realized: ±3.3%

Jan 17 '25Jan 17 '25confirmed±3.9%▼−2.85%×0.73

Apr 17 '25Apr 17 '25confirmed±5.3%▲+2.05%×0.39

Jul 15 '25Jul 15 '25confirmed±4.1%▼−7.29%×1.77

Oct 17 '25Oct 17 '25confirmed±7.5%▼−1.40%×0.19

Jan 16 '26Jan 16 '26confirmed±3.3%▼−6.07%×1.86

Q1 FY26Apr 17 '26confirmed±3.9%▲+2.49%×0.64

Q2 FY26Jul 16 '26confirmed±4.8%▼−0.50%×0.10

Q3 FY26Oct 14 '26confirmed±3.7%▼−4.14%×1.12

quarterimplied−10%0+10%realized×

Q3 FY26±3.7%▼−4.14%×1.12

Q2 FY26±4.8%

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

Implied vs realized

Positioning

OI · 5 expiries · Nov 2 close

1.40OI · 5 expiries · Nov 2 closeP/C open interest · Jan 15 · first expiry after the report

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

2,753+1%Nov 2016d0.574,788+4%0.57

2,0530%Dec 1844d1.221,6880%1.22

report · Jan 15 · before open · est.

6,8260%Jan 1572d4,8620%

277+12%Feb 19107d0.684080%0.68

1,2230%Mar 19135d0.422,9140%0.42

ExpiryPutsCallsP/C

Nov 2016d2,753+1%4,788+4%0.57

Dec 1844d2,0530%1,6880%1.22

report · Jan 15 · before open · est.

Jan 1572d6,8260%

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

Positioning

Linked exposure

scenario · straddle±9.0%

Funds 4

XLF±0.1%

REVS±0.0%

VIG±0.0%

RSP±0.0%

Dashed = straddleMethod 2 more funds Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

27.22%as filednet margin · revenue −1.09% QoQ · +12.95% YoY

Revenue$4.0B−1.09%

Pre-tax income$1.4B−0.07%

Net income$1.1B27.22%+0.55%

Tax$298M−2.30%

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

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 18:00 ET

Intraday

Event sensitivity

CPI ×1.29· ±1.5% vs ±1.1% · 11 releases

eventrelease day|move|up · n×base

CPIconsumer prices±1.5%8 of 11×1.29

FOMCrate decision±1.4%13 of 24×1.28

PCEpersonal income & outlays±1.1%11 of 20×0.99

PPIproducer prices±0.9%6 of 11×0.83

GDPgross domestic product±0.8%13 of 20×0.75

NFPjobs report±0.8%4 of 10×0.72

CPROFcorporate profits±0.8%8 of 12×0.69

Bar = avg |move| to ±2% · tick = ±1.1% avg day · ×base = |move| ÷ ±1.1% · min 6 releases

Earnings history

EPS 3.69 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 14 '26 · confirmed	3.69	—
Q2 FY26	Jul 16 '26 · confirmed	3.65	—
Q1 FY26	Apr 17 '26 · confirmed	2.49	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod