BACBank of America
Wed Oct 14 · Before open
The line
Settled
±2.0%
Last 12 earnings reactions against the line
−4.8%
−2.0%
+2.0%
- Usual move
- 2.7%
- Broke the line
- 6 / 12
- Fell after
- 6 / 12
- Raw straddle
- ±3.7%
Options are pricing a smaller move than BAC usually makes. 6 of the last 12 reactions cleared it.