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These Are Goldman's Options Guru's Top 25 Tactical Trades For Earnings Season

Tyler Durden's Photo
by Tyler Durden
Authored...

Earnings implied moves for S&P 500 companies are near their lowest level in our 20-year analysis, while earnings-day realized moves were at their highest level since 2009 just two quarters ago.

During the October quarter, the average S&P 500 stock moved +/- 4.7% on earnings-day