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Dave Inc. options imply 19.8% move in share price post-earnings

Dave Inc. options imply 19.8% move in share price post-earnings

Pre-earnings options volume in Dave (DAVE) Inc. is 1.7x normal with calls leading puts 9:2. Implied volatility suggests the market is anticipating a move near 19.8%, or $18.65, after results are released. Median move over the past eight quarters is 2.3%.

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