JNJJohnson & Johnson
Tue Oct 13 · Before open
The line
Settled
±2.8%
Last 12 earnings reactions against the line
−5.7%
−2.8%
+2.8%
- Usual move
- 2.3%
- Broke the line
- 3 / 12
- Fell after
- 8 / 12
- Raw straddle
- ±3.6%
Options are pricing a bigger move than JNJ usually makes. 3 of the last 12 reactions cleared it.