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AeroVironment options imply 10.2% move in share price post-earnings

AeroVironment options imply 10.2% move in share price post-earnings

Pre-earnings options volume in AeroVironment (AVAV) is 3.4x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 10.2%, or $14.63, after results are released. Median move over the past eight quarters is 8.9%.

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