IBM options imply 5.4% move in share price post-earnings
The Fly

IBM options imply 5.4% move in share price post-earnings

Pre-earnings options volume in IBM (IBM) is 1.1x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 5.4%, or $12.57, after results are released. Median move over the past eight quarters is 4.6%.

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