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Palo Alto Networks options imply 8.6% move in share price post-earnings
The Fly

Palo Alto Networks options imply 8.6% move in share price post-earnings

Pre-earnings options volume in Palo Alto Networks is 2.1x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 8.6%, or $29.42, after results are released. Median move over the past eight quarters is 9.9%.

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