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Interactive Brokers options imply 2.9% move in share price post-earnings

Interactive Brokers options imply 2.9% move in share price post-earnings

Pre-earnings options volume in Interactive Brokers (IBKR) is 2.1x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 2.9%, or $5.64, after results are released. Median move over the past eight quarters is 3.2%.

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