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Accolade options imply 14.4% move in share price post-earnings

Accolade options imply 14.4% move in share price post-earnings

Pre-earnings options volume in Accolade is 1.6x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 14.4%, or 90c, after results are released. Median move over the past eight quarters is 14.9%.

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