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Intuitive Surgical options imply 5.1% move in share price post-earnings

Intuitive Surgical options imply 5.1% move in share price post-earnings

Pre-earnings options volume in Intuitive Surgical is 2.3x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 5.1%, or $18.08, after results are released. Median move over the past eight quarters is 6.8%.

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