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

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

VLYNasdaqNational Commercial Banks

Valley National Bancorp (VLY) earnings date, market-implied expected move, and options open interest by expiry

14.14

Closed16:00 ET

Open13.50Volume5.8MMkt cap$7.8BP/E11.88EPS1.19Div yield3.11%

Day13.50 – 14.2981%52-wk9.99 – 15.0882%

VLY

Valley National Bancorp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 28

before open · in 88 days

est.Q4 FY26

Calendar

Next report

Last report

+6.07%

vs ±6.2% implied · ×0.98

shaded = implied · ▲▼ = realized

Oct 22 '26 · confirmed

Implied vs realized

Linked news

42dMCO · supplierMoody’s Just Delivered Its Best Quarter in Years. Is Its Stock Still Undervalued?

News

Largest filed tie

13F top-10 QoQ

+4.27%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

472 managers

Top fund weight

0.22%

VLY weight · IWM

N-PORTJun 30 '26

5 funds

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

Valley National Bancorp (VLY) is expected to report on Jan 28 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±6.8%
avg realized: ±2.6%

Jan 23 '25Jan 23 '25confirmed±6.9%▼−0.20%×0.03

Apr 24 '25Apr 24 '25confirmed±7.8%▲+1.16%×0.15

Jul 24 '25Jul 24 '25confirmed±5.5%▼−1.75%×0.32

Q3 FY25Oct 23 '25confirmed±7.6%▲+4.24%×0.56

Jan 29 '26Jan 29 '26confirmed±7.1%▲+3.26%×0.46

Q1 FY26Apr 23 '26confirmed±7.1%▲+3.92%×0.56

Q2 FY26Jul 23 '26confirmed±6.6%▼−0.48%×0.07

Oct 22 '26Oct 22 '26confirmed±6.2%▲+6.07%×0.98

quarterimplied−10%0+10%realized×

Oct '26±6.2%▲+6.07%×0.98

Q2 FY26±6.6%

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

3.59OI · 4 expiries · Oct 29 closeP/C open interest · Mar 19 · first expiry after the report

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

371+121%Nov 2019d0.48779+4%0.48

4,0760%Dec 1847d2.041,9960%2.04

6,1160%Jan 1575d0.886,9200%0.88

report · Jan 28 · before open · est.

3,528+4%Mar 19138d9820%

ExpiryPutsCallsP/C

Nov 2019d371+121%779+4%0.48

Dec 1847d4,0760%1,9960%2.04

Jan 1575d6,1160%6,9200%0.88

report · Jan 28 · before open · est.

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

30.48%as filednet margin · revenue +3.77% QoQ · +13.28% YoY

Revenue$561M+3.77%

Pre-tax income$220M+5.39%

Net income$171M30.48%+4.25%

Tax$50M+9.49%

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 ×1.58· ±2.6% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.6%10 of 24×1.58

PPIproducer prices±1.5%5 of 10×0.95

NFPjobs report±1.1%4 of 10×0.68

CPROFcorporate profits±1.0%6 of 12×0.59

GDPgross domestic product±0.8%11 of 19×0.52

CPIconsumer prices±0.8%5 of 10×0.51

PCEpersonal income & outlays±0.8%12 of 19×0.50

Bar = avg |move| to ±3% · tick = ±1.6% avg day · ×base = |move| ÷ ±1.6% · min 6 releases

Earnings history

EPS 0.29 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 23 '26 · confirmed	0.29	—
Q1 FY26	Apr 23 '26 · confirmed	0.28	—
Q3 FY25	Oct 23 '25 · confirmed	0.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod