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Electronic Arts options imply 4.9% move in share price post-earnings

Electronic Arts options imply 4.9% move in share price post-earnings

Pre-earnings options volume in Electronic Arts is 4.6x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 4.9%, or $6.69, after results are released. Median move over the past eight quarters is 4.6%.

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