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IBM options imply 3.7% move in share price post-earnings
The Fly

IBM options imply 3.7% move in share price post-earnings

Pre-earnings options volume in IBM is 2.0x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 3.7%, or $4.63, after results are released. Median move over the past eight quarters is 5.0%.

Published first on TheFly

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