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Microsoft options imply 4.1% move in share price post-earnings

Microsoft options imply 4.1% move in share price post-earnings

Pre-earnings options volume in Microsoft (MSFT) is normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 4.1%, or $18.18, after results are released. Median move over the past eight quarters is 2.9%.

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