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Guess options imply 8.9% move in share price post-earnings
The Fly

Guess options imply 8.9% move in share price post-earnings

Pre-earnings options volume in Guess is 1.2x normal with puts leading calls 9:7. Implied volatility suggests the market is anticipating a move near 8.9%, or $2.27, after results are released. Median move over the past eight quarters is 6.7%.

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