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

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

Pre-earnings options volume in Mattel is 6.8x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 5.4%, or 95c, after results are released. Median move over the past eight quarters is 4.4%.

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