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Paycom options imply 11.0% move in share price post-earnings
The Fly

Paycom options imply 11.0% move in share price post-earnings

Pre-earnings options volume in Paycom is 11.2x normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 11.0%, or $21.75, after results are released. Median move over the past eight quarters is 8.3%.

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