STTState Street
Wed Oct 14 · Before open
The line
Settled
±3.8%
Last 12 earnings reactions against the line
−4.1%
−3.8%
+3.8%
- Usual move
- 3.0%
- Broke the line
- 3 / 12
- Fell after
- 5 / 12
- Raw straddle
- ±4.3%
Options are pricing a bigger move than STT usually makes. 3 of the last 12 reactions cleared it.