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Box options imply 6.4% move in share price post-earnings

Box options imply 6.4% move in share price post-earnings

Pre-earnings options volume in Box is 6.4x normal with calls leading puts 9:5. Implied volatility suggests the market is anticipating a move near 6.4%, or $1.59, after results are released. Median move over the past eight quarters is 7.5%.

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