Alphabet options imply 5.7% move in share price post-earnings
The Fly

Alphabet options imply 5.7% move in share price post-earnings

Pre-earnings options volume in Alphabet is 1.5x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 5.7%, or $10.48, after results are released. Median move over the past eight quarters is 7.5%.

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