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Hewlett Packard Enterprise options imply 6.9% move in share price post-earnings

Hewlett Packard Enterprise options imply 6.9% move in share price post-earnings

Pre-earnings options volume in Hewlett Packard Enterprise is 3.6x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 6.9%, or $1.53, after results are released. Median move over the past eight quarters is 6.2%.

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