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Omeros options imply 9.4% move in share price post-earnings
The Fly

Omeros options imply 9.4% move in share price post-earnings

Pre-earnings options volume in Omeros is 3.1x normal with puts leading calls 2:1. Implied volatility suggests the market is anticipating a move near 9.4%, or 30c, after results are released. Median move over the past eight quarters is 3.8%.

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