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CytomX Therapeutics options imply 56.8% move in share price post-earnings
The Fly

CytomX Therapeutics options imply 56.8% move in share price post-earnings

Pre-earnings options volume in CytomX Therapeutics is 10.4x normal with calls leading puts 7:1. Implied volatility suggests the market is anticipating a move near 56.8%, or $2.29, after results are released. Median move over the past eight quarters is 3.5%.

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