tiprankstipranks
Nike options imply 6.7% move in share price post-earnings
The Fly

Nike options imply 6.7% move in share price post-earnings

Pre-earnings options volume in Nike is 1.6x normal with puts leading calls 8:7. Implied volatility suggests the market is anticipating a move near 6.7%, or $5.97, after results are released. Median move over the past eight quarters is 9.4%.

Pick the best stocks and maximize your portfolio:

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

Looking for investment ideas? Subscribe to our Smart Investor newsletter for weekly expert stock picks!
Get real-time notifications on news & analysis, curated for your stock watchlist. Download the TipRanks app today! Get the App