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Victoria’s Secret options imply 7.6% move in share price post-earnings
The Fly

Victoria’s Secret options imply 7.6% move in share price post-earnings

Pre-earnings options volume in Victoria’s Secret is 3.3x normal with calls leading puts 19:7. Implied volatility suggests the market is anticipating a move near 7.6%, or $1.38, after results are released. Median move over the past eight quarters is 5.8%.

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