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Nextnav Inc options imply 11.8% move in share price post-earnings

Nextnav Inc options imply 11.8% move in share price post-earnings

Pre-earnings options volume in Nextnav (NN) Inc is normal with calls leading puts 9:1. Implied volatility suggests the market is anticipating a move near 11.8%, or $1.22, after results are released. Median move over the past eight quarters is 3.7%.

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