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dexprs

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Wednesday, 07/17/2019 3:42:48 PM

Wednesday, July 17, 2019 3:42:48 PM

Post# of 111989
IBM options imply 6.0% move in share price post-earnings, above median historical move (TheFlyOnTheWall)
THE FLY 3:04 PM ET 7/17/2019
Symbol Last Price Change
IBM 142.92down -0.61 (-0.42%)
QUOTES AS OF 03:42:11 PM ET 07/17/2019
Pre-earnings options volume in IBM(IBM) is 2.8x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 6.0%, or $8.62, after results are released. Median move over the past eight quarters is 5.9%.
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