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%.

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