Nike options imply 5.8% move in share price post-earnings
The Fly

Nike options imply 5.8% move in share price post-earnings

Pre-earnings options volume in Nike is 2.4x normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 5.8%, or $5.43, after results are released. Median move over the past eight quarters is 6.9%.

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