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P10 options imply 9.0% move in share price post-earnings
The Fly

P10 options imply 9.0% move in share price post-earnings

Pre-earnings options volume in P10 is normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 9.0%, or 84c, after results are released. Median move over the past eight quarters is 6.5%.

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