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Tuesday, 05/23/2023 3:25:27 PM

Tuesday, May 23, 2023 3:25:27 PM

Post# of 111397
Agilent options imply 4.0% move in share price post-earnings
THE FLY 2:19 PM ET 5/23/2023
Symbol Last Price Change
A 128.53up -0.56 (-0.4338%)
QUOTES AS OF 03:25:06 PM ET 05/23/2023
Pre-earnings options volume in Agilent(A) is 2.9x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 4.0%, or $5.16, after results are released. Median move over the past eight quarters is 3.3%.
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