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Joby Aviation options imply 10.1% move in share price post-earnings

Joby Aviation options imply 10.1% move in share price post-earnings

Pre-earnings options volume in Joby Aviation (JOBY) is normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 10.1%, or 68c, after results are released. Median move over the past eight quarters is 7.4%.

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