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Beyond Meat options imply 17.1% move in share price post-earnings

Beyond Meat options imply 17.1% move in share price post-earnings

Pre-earnings options volume in Beyond Meat (BYND) is normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 17.1%, or 61c, after results are released. Median move over the past eight quarters is 14.3%.

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