CCitigroup
Tue Oct 13 · Before open
The line
Settled
±3.1%
Last 12 earnings reactions against the line
−5.6%
−3.1%
+3.1%
- Usual move
- 4.1%
- Broke the line
- 7 / 12
- Fell after
- 6 / 12
- Raw straddle
- ±4.0%
Options are pricing a smaller move than C usually makes. 7 of the last 12 reactions cleared it.