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Optionslam.com
One Day Post Earnings Implied vs Actual Move
I=Inside Move: Underlying Stock moved less than the pre-Earnings release Implied Move.
O=Outside Move: Underlying Stock moved more than the pre-Earnings release Implied Move.
By default we display 10 most recent earnings and calculate mean and median of past 10 earnings.
Insider members can adjust the following settings across all sites: