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Align Technology options imply 10.2% move in share price post-earnings
The Fly

Align Technology options imply 10.2% move in share price post-earnings

Pre-earnings options volume in Align Technology (ALGN) is 5.1x normal with puts leading calls 4:3. Implied volatility suggests the market is anticipating a move near 10.2%, or $21.41, after results are released. Median move over the past eight quarters is 11.9%.

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