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AMSC options imply 9.6% move in share price post-earnings
The Fly

AMSC options imply 9.6% move in share price post-earnings

Pre-earnings options volume in AMSC is normal with calls leading puts 16:1. Implied volatility suggests the market is anticipating a move near 9.6%, or 93c, after results are released. Median move over the past eight quarters is 13.4%.

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