Workday options imply 8.6% move in share price post-earnings
The Fly

Workday options imply 8.6% move in share price post-earnings

Pre-earnings options volume in Workday is 6.5x normal with puts leading calls 6:5. Implied volatility suggests the market is anticipating a move near 8.6%, or $26.45, after results are released. Median move over the past eight quarters is 5.5%.

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