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360 DigiTech options imply 4.8% move in share price post-earnings
The Fly

360 DigiTech options imply 4.8% move in share price post-earnings

Pre-earnings options volume in 360 DigiTech is normal with calls leading puts 8:3. Implied volatility suggests the market is anticipating a move near 4.8%, or 74c, after results are released. Median move over the past eight quarters is 4.7%.

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