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Lucid Group options imply 13.7% move in share price post-earnings

Lucid Group options imply 13.7% move in share price post-earnings

Pre-earnings options volume in Lucid Group (LCID) is 1.2x normal with calls leading puts 7:3. Implied volatility suggests the market is anticipating a move near 13.7%, or 37c, after results are released. Median move over the past eight quarters is 6.9%.

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