PEPPepsico
Thu Oct 8 · Before open
The line
Settled
±3.0%
Last 12 earnings reactions against the line
+3.7%
−3.0%
+3.0%
- Usual move
- 4.2%
- Broke the line
- 7 / 12
- Fell after
- 5 / 12
- Raw straddle
- ±3.4%
Options are pricing a smaller move than PEP usually makes. 7 of the last 12 reactions cleared it.