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Marvell options imply 10.6% move in share price post-earnings

Marvell options imply 10.6% move in share price post-earnings

Pre-earnings options volume in Marvell (MRVL) is 1.1x normal with calls leading puts 7:3. Implied volatility suggests the market is anticipating a move near 10.6%, or $9.37, after results are released. Median move over the past eight quarters is 9.8%.

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