CFGCitizens Financial Group
Fri Oct 16 · Before open
The line
Settled
±3.5%
Last 12 earnings reactions against the line
−0.1%
−3.5%
+3.5%
- Usual move
- 2.6%
- Broke the line
- 3 / 12
- Fell after
- 5 / 12
- Raw straddle
- ±3.7%
Options are pricing a bigger move than CFG usually makes. 3 of the last 12 reactions cleared it.