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Chegg options imply 14.1% move in share price post-earnings
The Fly

Chegg options imply 14.1% move in share price post-earnings

Pre-earnings options volume in Chegg is 15.2x normal with puts leading calls 4:3. Implied volatility suggests the market is anticipating a move near 14.1%, or $1.32, after results are released. Median move over the past eight quarters is 16.1%.

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