Western Digital options imply 6.2% move in share price post-earnings
The Fly

Western Digital options imply 6.2% move in share price post-earnings

Pre-earnings options volume in Western Digital is 1.4x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 6.2%, or $4.32, after results are released. Median move over the past eight quarters is 2.1%.

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