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Netflix options imply 7.0% move in share price post-earnings
The Fly

Netflix options imply 7.0% move in share price post-earnings

Pre-earnings options volume in Netflix is 1.1x normal with puts leading calls 9:7. Implied volatility suggests the market is anticipating a move near 7.0%, or $45.36, after results are released. Median move over the past eight quarters is 8.8%.

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