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AeroVironment options imply 9.4% move in share price post-earnings

AeroVironment options imply 9.4% move in share price post-earnings

Pre-earnings options volume in AeroVironment is 3.0x normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 9.4%, or $18.23, after results are released. Median move over the past eight quarters is 7.5%.

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