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Logitech options imply 6.5% move in share price post-earnings

Logitech options imply 6.5% move in share price post-earnings

Pre-earnings options volume in Logitech (LOGI) is 6.5x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 6.5%, or $5.96, after results are released. Median move over the past eight quarters is 3.4%.

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