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

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

WASHNasdaqState Commercial Banks

Washington Trust Bancorp Inc (WASH) earnings date, market-implied expected move, and options open interest by expiry

40.36

+1.17 · +2.98%

Regular session14:06 ET

Open39.97Volume134,166Mkt cap$747.5MP/E13.92EPS2.90Div yield5.72%

Day39.97 – 40.3894%52-wk24.82 – 40.16100%

WASH

Washington Trust Bancorp Inc

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 27

after close · in 84 days

est.Q4 FY26

Calendar

Next report

Last report

+4.15%

vs ±13.3% implied · ×0.31

shaded = implied · ▲▼ = realized

Oct 19 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+7.21%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

177 managers

Top fund weight

0.02%

WASH weight · IWM

N-PORTJun 30 '26

3 funds

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

Washington Trust Bancorp (WASH) is expected to report on Jan 27 after close (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.9%
avg realized: ±6.4%

Jan 29 '25Jan 29 '25confirmed±12.5%▼−0.77%×0.06

Apr 21 '25Apr 21 '25confirmed±11.6%▼−3.56%×0.31

Jul 21 '25Jul 21 '25confirmed±9.0%▼−2.34%×0.26

Q3 FY25Oct 20 '25confirmed±11.3%▲+2.65%×0.24

Jan 28 '26Jan 28 '26confirmed±9.9%▲+12.69%×1.28

Q1 FY26Apr 20 '26confirmed±6.5%▼−16.90%×2.58

Q2 FY26Jul 20 '26confirmed±13.5%▲+8.15%×0.60

Oct 19 '26Oct 19 '26confirmed±13.3%▲+4.15%×0.31

quarterimplied−20%0+20%realized×

Oct '26±13.3%▲+4.15%×0.31

Q2 FY26±13.5%

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

Implied vs realized

Positioning

OI · 2 expiries · Nov 2 close

0.13OI · 2 expiries · Nov 2 closeP/C open interest · Nov 20 · nearest expiry

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

35−3%Nov 2016d272−5%

260%Dec 1844d0.251060%0.25

ExpiryPutsCallsP/C

Nov 2016d35−3%272−5%0.13

Dec 1844d260%1060%0.25

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

26.43%as filednet margin · revenue +4.56% QoQ · +11.43% YoY

Revenue$60M+4.56%

Pre-tax income$20M+26.18%

Net income$16M26.43%+26.83%

Tax$4M+23.79%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:00 ET

Intraday

Event sensitivity

FOMC ×1.66· ±2.6% vs ±1.6% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.6%11 of 24×1.66

PPIproducer prices±1.5%7 of 10×0.99

NFPjobs report±1.2%4 of 10×0.74

PCEpersonal income & outlays±0.8%12 of 19×0.53

GDPgross domestic product±0.8%9 of 19×0.50

CPROFcorporate profits±0.7%7 of 12×0.45

CPIconsumer prices±0.6%6 of 10×0.38

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

Earnings history

EPS 0.83 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 20 '26 · confirmed	0.83	—
Q1 FY26	Apr 20 '26 · confirmed	0.66	—
Q3 FY25	Oct 20 '25 · confirmed	0.56	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod