Five Below options imply 6.4% move in share price post-earnings
The Fly

Five Below options imply 6.4% move in share price post-earnings

Pre-earnings options volume in Five Below is 3.9x normal with puts leading calls 3:2. Implied volatility suggests the market is anticipating a move near 6.4%, or $11.82, after results are released. Median move over the past eight quarters is 6.4%.

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