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Durect options imply 44.1% move in share price post-earnings
The Fly

Durect options imply 44.1% move in share price post-earnings

Pre-earnings options volume in Durect is normal with puts leading calls 12:1. Implied volatility suggests the market is anticipating a move near 44.1%, or 0c, after results are released. Median move over the past eight quarters is 3.5%.

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