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Masimo options imply 13.5% move in share price post-earnings
The Fly

Masimo options imply 13.5% move in share price post-earnings

Pre-earnings options volume in Masimo is normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 13.5%, or $10.95, after results are released. Median move over the past eight quarters is 5.9%.

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