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Netflix options imply 6.2% move in share price post-earnings

Netflix options imply 6.2% move in share price post-earnings

Pre-earnings options volume in Netflix (NFLX) is 1.4x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 6.2%, or $43.12, after results are released. Median move over the past eight quarters is 8.8%.

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