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Expedia options imply 7.4% move in share price post-earnings
The Fly

Expedia options imply 7.4% move in share price post-earnings

Pre-earnings options volume in Expedia is 3.7x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 7.4%, or $9.99, after results are released. Median move over the past eight quarters is 11.3%.

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