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Interactive Brokers options imply 4.2% move in share price post-earnings

Interactive Brokers options imply 4.2% move in share price post-earnings

Pre-earnings options volume in Interactive Brokers is 1.6x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 4.2%, or $6.44, after results are released. Median move over the past eight quarters is 3.2%.

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