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Pac Bio options imply 16.2% move in share price post-earnings
The Fly

Pac Bio options imply 16.2% move in share price post-earnings

Pre-earnings options volume in Pac Bio is normal with calls leading puts 19:6. Implied volatility suggests the market is anticipating a move near 16.2%, or 27c, after results are released. Median move over the past eight quarters is 9.8%.

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