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Crispr Therapeutics options imply 7.2% move in share price post-earnings
The Fly

Crispr Therapeutics options imply 7.2% move in share price post-earnings

Pre-earnings options volume in Crispr Therapeutics is normal with puts leading calls 9:8. Implied volatility suggests the market is anticipating a move near 7.2%, or $5.65, after results are released. Median move over the past eight quarters is 7.6%.

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