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

0 of the last 7 reports moved at least as far as the implied move.

TRMKNasdaqNational Commercial Banks

Trustmark Corp (TRMK) earnings date, market-implied expected move, and options open interest by expiry

44.99

pre 44.99 −0.81%

Pre-market16:00 ETdelayed

Open45.10Volume370,840Mkt cap$2.6BP/E11.36EPS3.96Div yield2.20%

Day44.99 – 45.320%52-wk35.75 – 48.7371%

TRMK

Trustmark Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 26

after close · in 83 days

est.Q4 FY26

Calendar

Next report

Last report

−2.43%

shaded = implied · ▲▼ = realized

Oct 27 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

−3.20%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

289 managers

Top fund weight

0.08%

TRMK weight · IWM

N-PORTJun 30 '26

4 funds

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

Trustmark (TRMK) is expected to report on Jan 26 after close (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±8.0%
avg realized: ±1.6%

Jan 28 '25Jan 28 '25confirmed±6.1%▲+2.35%×0.38

Apr 22 '25Apr 22 '25confirmed±9.2%▲+0.24%×0.03

Jul 22 '25Jul 22 '25confirmed±7.1%▼−0.98%×0.14

Q3 FY25Oct 28 '25confirmed±7.2%▼−1.94%×0.27

Jan 27 '26Jan 27 '26confirmed±8.2%▲+2.36%×0.29

Q1 FY26Apr 28 '26confirmed±7.8%▼−2.68%×0.34

Q2 FY26Jul 28 '26confirmed±10.4%▲+0.34%×0.03

Oct 27 '26Oct 27 '26confirmed—▼−2.43%—

quarterimplied−15%0+15%realized×

Oct '26—▼−2.43%—

Q2 FY26±10.4%+0.34%

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

Implied vs realized

Positioning

OI · 1 expiry · Oct 28 close

0.00OI · 1 expiry · Oct 28 closeP/C open interest · Nov 20 · nearest expiry

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

0—Nov 2016d801+3383%

ExpiryPutsCallsP/C

Nov 2016d0—801+3383%0.00

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

30.51%as filednet margin · revenue +2.61% QoQ · +4.81% YoY

Revenue$208M+2.61%

Pre-tax income$78M+14.35%

Net income$64M30.51%+13.20%

Tax$14M+19.76%

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

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.71· ±2.0% vs ±1.2% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.0%13 of 24×1.71

PPIproducer prices±1.4%7 of 11×1.20

NFPjobs report±1.0%3 of 10×0.85

CPROFcorporate profits±0.8%5 of 12×0.69

CPIconsumer prices±0.8%5 of 11×0.64

PCEpersonal income & outlays±0.7%9 of 20×0.62

GDPgross domestic product±0.7%9 of 20×0.62

Bar = avg |move| to ±3% · tick = ±1.2% avg day · ×base = |move| ÷ ±1.2% · min 6 releases

Earnings history

EPS 1.08 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 28 '26 · confirmed	1.08	—
Q1 FY26	Apr 28 '26 · confirmed	0.95	—
Q3 FY25	Oct 28 '25 · confirmed	0.94	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod