Redfin options imply 12.1% move in share price post-earnings
The Fly

Redfin options imply 12.1% move in share price post-earnings

Pre-earnings options volume in Redfin is 1.7x normal with puts leading calls 10:7. Implied volatility suggests the market is anticipating a move near 12.1%, or 78c, after results are released. Median move over the past eight quarters is 18.1%.

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