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Groupon options imply 15.2% move in share price post-earnings
The Fly

Groupon options imply 15.2% move in share price post-earnings

Pre-earnings options volume in Groupon is 4.1x normal with puts leading calls 4:3. Implied volatility suggests the market is anticipating a move near 15.2%, or $1.59, after results are released. Median move over the past eight quarters is 16.3%.

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