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Comtech options imply 17.5% move in share price post-earnings

Comtech options imply 17.5% move in share price post-earnings

Pre-earnings options volume in Comtech (CMTL) is normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 17.5%, or 69c, after results are released. Median move over the past eight quarters is 21.3%.

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