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Story summary
- Options markets price modest post-earnings moves as U.S. banks report earnings this week.
- Options price a 2.84% move for Goldman Sachs after its Oct. 13 earnings report.
- JPMorgan’s implied move is 2.5% for its Oct. 13 earnings, matching its eight-quarter average.
- Citigroup faces a 3% implied swing on Oct. 13, below its eight-quarter average of 3.8%.
- Bank of America’s implied move is 2.9% for its Oct. 14 earnings, above its 1.8% eight-quarter average.