Options Remember Earnings Shocks, And The Repricing Is The Tell
After a stock blows through its earnings expected move, the next quarter gets repriced. Data from 22,268 events shows when that markup works — and when it overshoots.
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After a stock blows through its earnings expected move, the next quarter gets repriced. Data from 22,268 events shows when that markup works — and when it overshoots.
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