Apr. 16 at 5:59 PM
$ICLR ICON plc options imply 9.7% move in share price post-earnings
Pre-earnings options volume in ICON plc is normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 9.7%, or
$11.49, after results are released. Median move over the past eight quarters is 4.6%.