Biomea Fusion options imply 6.1% move in share price post-earnings
The Fly

Biomea Fusion options imply 6.1% move in share price post-earnings

Pre-earnings options volume in Biomea Fusion (BMEA) is normal with calls leading puts 9:2. Implied volatility suggests the market is anticipating a move near 6.1%, or 75c, after results are released. Median move over the past eight quarters is 3.6%.

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