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Navitas Semiconductor options imply 20.3% move in share price post-earnings

Navitas Semiconductor options imply 20.3% move in share price post-earnings

Pre-earnings options volume in Navitas Semiconductor (NVTS) is 3.4x normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 20.3%, or 60c, after results are released. Median move over the past eight quarters is 8.7%.

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