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IBM options imply 5.6% move in share price post-earnings
The Fly

IBM options imply 5.6% move in share price post-earnings

Pre-earnings options volume in IBM is 1.6x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 5.6%, or $10.36, after results are released. Median move over the past eight quarters is 4.8%.

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