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C3 AI options imply 15.1% move in share price post-earnings
The Fly

C3 AI options imply 15.1% move in share price post-earnings

Pre-earnings options volume in C3 AI (AI) is 1.2x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 15.1%, or $6.33, after results are released. Median move over the past eight quarters is 12.7%.

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