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21Vianet options imply 9.7% move in share price post-earnings
The Fly

21Vianet options imply 9.7% move in share price post-earnings

Pre-earnings options volume in 21Vianet is normal with calls leading puts 52:1. Implied volatility suggests the market is anticipating a move near 9.7%, or 36c, after results are released. Median move over the past eight quarters is 10.1%.

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