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DocuSign options imply 8.6% move in share price post-earnings

DocuSign options imply 8.6% move in share price post-earnings

Pre-earnings options volume in DocuSign (DOCU) is 3.4x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 8.6%, or $7.16, after results are released. Median move over the past eight quarters is 4.6%.

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