Netflix Options Pricing In About 10% Move (NFLX)

Netflix NFLX is set to report earnings after the bell tonight, and the options are pricing in about a $24 move, or 10% either way, depending on what Netflix actually reports. Shares have rebounded well off their lows, and are now higher on the session, up 72 cents to $252.94, a gain of 0.3%. Shares had been as low as $248.00 on the session. So far, 5.2 million shares have changed hands, which is the average daily volume for Netflix.