Interactive Brokers options imply 3.6% move in share price post-earnings
The Fly

Interactive Brokers options imply 3.6% move in share price post-earnings

Pre-earnings options volume in Interactive Brokers is 6.9x normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 3.6%, or $3.08, after results are released. Median move over the past eight quarters is 1.6%.

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