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Immersion options imply 7.2% move in share price post-earnings
The Fly

Immersion options imply 7.2% move in share price post-earnings

Pre-earnings options volume in Immersion is normal with calls leading puts 38:1. Implied volatility suggests the market is anticipating a move near 7.2%, or 77c, after results are released. Median move over the past eight quarters is 5.0%.

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