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Comtech options imply 16.4% move in share price post-earnings
The Fly

Comtech options imply 16.4% move in share price post-earnings

Pre-earnings options volume in Comtech (CMTL) is normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 16.4%, or 54c, after results are released. Median move over the past eight quarters is 4.3%.

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