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Annexon options imply 24.7% move in share price post-earnings
The Fly

Annexon options imply 24.7% move in share price post-earnings

Pre-earnings options volume in Annexon is 1.7x normal with calls leading puts :. Implied volatility suggests the market is anticipating a move near 24.7%, or 0c, after results are released. Median move over the past eight quarters is 4.0%.

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