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NVIDIA options imply 7.9% move in share price post-earnings
The Fly

NVIDIA options imply 7.9% move in share price post-earnings

Pre-earnings options volume in NVIDIA (NVDA) is normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 7.9%, or $11.50, after results are released. Median move over the past eight quarters is 7.8%.

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