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Matterport options imply 5.9% move in share price post-earnings
The Fly

Matterport options imply 5.9% move in share price post-earnings

Pre-earnings options volume in Matterport is normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 5.9%, or 27c, after results are released. Median move over the past eight quarters is 14.9%.

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