Event: AAPL reports fiscal Q1 earning tonight after the close. The options market is implying about a 7% move following the results vs the 4 qtr avg move of about 5%. With the stock about …
Continue readingHistorical Earnings Moves
We have had much debate here at Risk Reversal over the best way to present this topic. Implied Moves of events, usually earnings, are something we frequently mention and use, but they are at best …
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