Pre-earnings options volume in Immersion (IMMR) is 1.1x normal with calls leading puts 66:1. Implied volatility suggests the market is anticipating a move near 7.8%, or 71c, after results are released. Median move over the past eight quarters is 2.0%.
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- Immersion options imply 5.8% move in share price post-earnings
- Immersion options imply 7.4% move in share price post-earnings