Interactive Brokers options imply 4.3% move in share price post-earnings
The Fly

Interactive Brokers options imply 4.3% move in share price post-earnings

Pre-earnings options volume in Interactive Brokers is 5.6x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 4.3%, or $5.32, after results are released. Median move over the past eight quarters is 3.2%.

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