Apple straddle implies move of 6.2 pct in shares by Friday. Over last 8 quarters $AAPL has on average moved 5.2 pct on day after earnings.
NEW YORK, Jan 26 (Reuters) – Yahoo Inc’s shares are
expected to move nearly twice as much as they have following
other recent earnings reports when the company announces
fourth-quarter results on Tuesday, options data showed.
Yahoo is scheduled to report results after the close of
market on Tuesday, and much of investors’ focus will be on the
company’s plans for its 15 percent stake in Chinese e-commerce
giant Alibaba Group Holding.