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PagerDuty options imply 10.8% move in share price post-earnings
The Fly

PagerDuty options imply 10.8% move in share price post-earnings

Pre-earnings options volume in PagerDuty is 5.2x normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 10.8%, or $2.49, after results are released. Median move over the past eight quarters is 6.4%.

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