Intel options imply 9.5% move in share price post-earnings
The Fly

Intel options imply 9.5% move in share price post-earnings

Pre-earnings options volume in Intel (INTC) is 1.2x normal with calls leading puts 7:6. Implied volatility suggests the market is anticipating a move near 9.5%, or $2.06, after results are released. Median move over the past eight quarters is 9.3%.

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