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Crispr Therapeutics options imply 8.9% move in share price post-earnings
The Fly

Crispr Therapeutics options imply 8.9% move in share price post-earnings

Pre-earnings options volume in Crispr Therapeutics (CRSP) is normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 8.9%, or $4.56, after results are released. Median move over the past eight quarters is 4.4%.

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