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Corvus Pharmaceuticals options imply 12.0% move in share price post-earnings

Corvus Pharmaceuticals options imply 12.0% move in share price post-earnings

Pre-earnings options volume in Corvus Pharmaceuticals (CRVS) is normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 12.0%, or $1.13, after results are released. Median move over the past eight quarters is 6.0%.

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