Alphabet Class A options imply 6.1% move in share price post-earnings
The Fly

Alphabet Class A options imply 6.1% move in share price post-earnings

Pre-earnings options volume in Alphabet (GOOGL) Class A is 1.5x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 6.1%, or $10.32, after results are released. Median move over the past eight quarters is 6.6%.

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