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Pac Bio options imply 15.5% move in share price post-earnings
The Fly

Pac Bio options imply 15.5% move in share price post-earnings

Pre-earnings options volume in Pac Bio is normal with calls leading puts 26:1. Implied volatility suggests the market is anticipating a move near 15.5%, or 23c, after results are released. Median move over the past eight quarters is 7.6%.

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