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

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

Pre-earnings options volume in Tesla (TSLA) is normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 6.7%, or $14.31, after results are released. Median move over the past eight quarters is 10.4%.

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