Buzzfeed options imply 18.0% move in share price post-earnings
The Fly

Buzzfeed options imply 18.0% move in share price post-earnings

Pre-earnings options volume in Buzzfeed is 2.0x normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 18.0%, or 40c, after results are released. Median move over the past eight quarters is 2.7%.

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