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360 DigiTech options imply 3.4% move in share price post-earnings
The Fly

360 DigiTech options imply 3.4% move in share price post-earnings

Pre-earnings options volume in 360 DigiTech is normal with calls leading puts 9:7. Implied volatility suggests the market is anticipating a move near 3.4%, or 53c, after results are released. Median move over the past eight quarters is 5.6%.

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