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K12 options imply 12.4% move in share price post-earnings
The Fly

K12 options imply 12.4% move in share price post-earnings

Pre-earnings options volume in K12 is 1.9x normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 12.4%, or $7.93, after results are released. Median move over the past eight quarters is 11.2%.

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