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Earnings

Thursday, December 9th 2021

GameStop Options Imply A Tamer Move Than Usual After Earnings

GameStop earnings move came in below an expected move that was already below historical averages.

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Summary

GameStop's implied earnings move was $21.01 or 12.1%, below the historical average of $25.78. The actual move in the stock was only -6.5%, indicating a tamer move than usual after earnings.

Tomi Kilgore, MarketWatch's deputy investing and corporate news editor @TomiKilgore, quoted ORATS Matt Amberson in his recent article on GameStop's implied earnings move.

GameStop (GME) had an implied earnings move of $21.01 or about 12.1% vs a historical average move of $25.78. The actual move in the stock was only -6.5% when the observation was made mid-day today.

ORATS publishes earn move reports daily. The straddle earnings move takes the straddle price, extracts the probable residual value of the straddle after earnings, and publishes that part of the straddle that shows the expected move after the earnings announcement. 

Earn Move Report

 

Earn Move Results

 

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The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors. For more information please see our disclaimer.
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