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Oracle options imply 9.2% move in share price post-earnings

Oracle options imply 9.2% move in share price post-earnings

Pre-earnings options volume in Oracle (ORCL) is 1.5x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 9.2%, or $13.64, after results are released. Median move over the past eight quarters is 11.6%.

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