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Trade Desk options imply 10.3% move in share price post-earnings
The Fly

Trade Desk options imply 10.3% move in share price post-earnings

Pre-earnings options volume in Trade Desk is 2.5x normal with puts leading calls 2:1. Implied volatility suggests the market is anticipating a move near 10.3%, or $8.05, after results are released. Median move over the past eight quarters is 6.4%.

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