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Gevo options imply 13.9% move in share price post-earnings

Gevo options imply 13.9% move in share price post-earnings

Pre-earnings options volume in Gevo (GEVO) is 1.3x normal with calls leading puts 4:1. Implied volatility suggests the market is anticipating a move near 13.9%, or 18c, after results are released. Median move over the past eight quarters is 4.1%.

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