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Lululemon options imply 7.4% move in share price post-earnings

Lululemon options imply 7.4% move in share price post-earnings

Pre-earnings options volume in Lululemon (LULU) is 2.4x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 7.4%, or $25.28, after results are released. Median move over the past eight quarters is 8.7%.

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