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Netflix options imply 7.5% move in share price post-earnings
The Fly

Netflix options imply 7.5% move in share price post-earnings

Pre-earnings options volume in Netflix is normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 7.5%, or $36.59, after results are released. Median move over the past eight quarters is 10.8%.

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