@Mr_Derivatives alright here it is: Options price an 11% move on Snowflake earnings today. Its last four reports moved the stock +20%, -11%, +2%, and +36%. Across 12 quarters it has realized 1.45x what the options implied.
The market keeps underpricing this one.
Broadcom reports after the close today.
Options price a 7% move.
On a 1.76 trillion dollar company, that's
126 billion dollars of market cap decided
by one press release.
Last four reactions: +9%, -11%, +5%, -13%.