International Flavors options imply 6.0% move in share price post-earnings
The Fly

International Flavors options imply 6.0% move in share price post-earnings

Pre-earnings options volume in International Flavors is 2.1x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 6.0%, or $4.94, after results are released. Median move over the past eight quarters is 5.5%.

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