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GlycoMimetics options imply 8.8% move in share price post-earnings

GlycoMimetics options imply 8.8% move in share price post-earnings

Pre-earnings options volume in GlycoMimetics (GLYC) is normal with calls leading puts 19:4. Implied volatility suggests the market is anticipating a move near 8.8%, or 0c, after results are released. Median move over the past eight quarters is 3.6%.

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