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Gevo options imply 25.4% move in share price post-earnings

Gevo options imply 25.4% move in share price post-earnings

Pre-earnings options volume in Gevo (GEVO) is normal with calls leading puts 19:5. Implied volatility suggests the market is anticipating a move near 25.4%, or 0c, after results are released. Median move over the past eight quarters is 4.8%.

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