Apple earnings

Bloomberg has a great tool that incorporates option activity to create a range for how much a stock may move on earnings release.


If you look at the bottom two lines you can see the implied move in apple post earnings is 3.8% up/down.if you reference the top Portion of the Box that would be close to a 3 standard deviation move.I will update tomorrow to see how accurate this metric is.

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.