UNHUnitedHealth Group
Tue Oct 13 · Before open
The line
Settled
±6.0%
Last 12 earnings reactions against the line
−0.2%
−6.0%
+6.0%
- Usual move
- 8.0%
- Broke the line
- 7 / 12
- Fell after
- 7 / 12
- Raw straddle
- ±6.7%
Options are pricing a smaller move than UNH usually makes. 7 of the last 12 reactions cleared it.