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Omeros options imply 4.8% move in share price post-earnings
The Fly

Omeros options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Omeros is 2.3x normal with calls leading puts :. Implied volatility suggests the market is anticipating a move near 4.8%, or 17c, after results are released. Median move over the past eight quarters is 4.9%.

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