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AMX options imply 3.7% move in share price post-earnings
The Fly

AMX options imply 3.7% move in share price post-earnings

Pre-earnings options volume in AMX is normal with puts leading calls 2:1. Implied volatility suggests the market is anticipating a move near 3.7%, or 63c, after results are released. Median move over the past eight quarters is 1.1%.

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