tiprankstipranks
The Fly

Netflix options imply 7.5% move in share price post-earnings

Netflix options imply 7.5% move in share price post-earnings

Pre-earnings options volume in Netflix (NFLX) is 1.3x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 7.5%, or $65.28, after results are released. Median move over the past eight quarters is 8.8%.

Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>