Amazon options imply 5.8% move in share price post-earnings
The Fly

Amazon options imply 5.8% move in share price post-earnings

Pre-earnings options volume in Amazon is normal with calls leading puts 9:5. Implied volatility suggests the market is anticipating a move near 5.8%, or $10.75, after results are released. Median move over the past eight quarters is 7.3%.

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