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

Implied ±16.0%, either direction · provisional.

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

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

TBBKNasdaqNational Commercial Banks

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

46.80

pre 46.00 −0.37%

Pre-market07:06 ETdelayed

Open46.00Volume1.3MMkt cap$1.9BP/E8.53EPS5.39

Day46.00 – 46.0050%52-wk46.45 – 73.020%

TBBK

Bancorp, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±16.0%implied · straddle

38.7853.56

spot 46.17exp Feb 19ATM strike 45ATM straddle 8.70IV 44%

Nov 2 closeprovisionalthin chain

Expected move

Inputs

Next report

Jan 28

after close · in 86 days

est.Q4 FY26

Calendar

Next report

Last report

−7.46%

vs ±8.8% implied · ×0.84

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmedthin chain

Implied vs realized

Linked news

4dV · supplierSecret SantAI? Visa Survey Finds Americans Quietly Turning to AI for Holiday Shopping Help
4dMA · supplierMastercard Q3 net income $4,628 million, net revenue $9,807 million, EPS $5.28

News

Largest filed tie

13F top-10 QoQ

+0.09%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

288 managers

Top fund weight

0.08%

TBBK weight · IWM

N-PORTJun 30 '26

3 funds

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

Bancorp (TBBK) is expected to report on Jan 28 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±9.4%
avg realized: ±8.0%

Jan 30 '25Jan 30 '25confirmed±9.4%▲+5.93%×0.63

Apr 24 '25Apr 24 '25confirmed±9.5%▼−3.42%×0.36

Jul 24 '25Jul 24 '25confirmed±7.7%▼−8.55%×1.11

Q3 FY25Oct 30 '25confirmed±10.4%▼−15.32%×1.48

Jan 29 '26Jan 29 '26confirmed±9.9%▼−15.72%×1.58

Q1 FY26Apr 23 '26confirmed±9.9%▼−4.23%×0.43

Q2 FY26Jul 30 '26confirmed±9.2%▲+3.54%×0.39

Oct 29 '26Oct 29 '26confirmed±8.8%thin chain▼−7.46%×0.84

quarterimplied−20%0+20%realized×

Oct '26±8.8%▼−7.46%×0.84

Q2 FY26±9.2%

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

Implied vs realized

Positioning

OI · 3 expiries · Oct 28 close

2.75OI · 3 expiries · Oct 28 closeP/C open interest · Feb 19 · first expiry after the report

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

69+13%Nov 2017d0.41169+6%0.41

146—Dec 1845d3.6540—3.65

report · Jan 28 · after close · est.

3380%Feb 19108d123−15%

ExpiryPutsCallsP/C

Nov 2017d69+13%169+6%0.41

Dec 1845d146—40—3.65

report · Jan 28 · after close · est.

Feb 19108d338

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

Positioning

Linked exposure

scenario · straddle±16.0%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Suppliers 2

V±2.8%×0.18

MA±2.7%×0.17

Dashed = straddle · × = co-movement · max 500dMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

33.96%as filednet margin · revenue +10.06% QoQ · +2.87% YoY

Revenue$179M+10.06%

Pre-tax income$81M+2.83%

Net income$61M33.96%+0.98%

Tax$20M+8.81%

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

Revenue flow

Intraday

No trades yet today.

Intraday

Event sensitivity

PPI ×1.81· ±3.5% vs ±1.9% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.5%4 of 10×1.81

FOMCrate decision±2.6%11 of 24×1.37

NFPjobs report±1.9%1 of 10×1.01

PCEpersonal income & outlays±1.5%9 of 19×0.78

GDPgross domestic product±1.5%11 of 19×0.76

CPROFcorporate profits±1.2%8 of 12×0.65

CPIconsumer prices±1.2%7 of 10×0.61

Bar = avg |move| to ±4% · tick = ±1.9% avg day · ×base = |move| ÷ ±1.9% · min 6 releases

Earnings history

EPS 1.45 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 30 '26 · confirmed	1.45	—
Q1 FY26	Apr 23 '26 · confirmed	1.41	—
Q3 FY25	Oct 30 '25 · confirmed	1.18	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod