Broadcom options imply 5.3% move in share price post-earnings
The Fly

Broadcom options imply 5.3% move in share price post-earnings

Pre-earnings options volume in Broadcom is normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 5.3%, or $8.10, after results are released. Median move over the past eight quarters is 4.1%.

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