IBM options imply 3.8% move in share price post-earnings
The Fly

IBM options imply 3.8% move in share price post-earnings

Pre-earnings options volume in IBM is 2.2x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 3.8%, or $6.59, after results are released. Median move over the past eight quarters is 4.8%.

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