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Victoria’s Secret options imply 9.5% move in share price post-earnings
The Fly

Victoria’s Secret options imply 9.5% move in share price post-earnings

Pre-earnings options volume in Victoria’s Secret is 1.3x normal with puts leading calls 7:5. Implied volatility suggests the market is anticipating a move near 9.5%, or $2.14, after results are released. Median move over the past eight quarters is 7.8%.

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