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Rambus options imply 10.0% move in share price post-earnings
The Fly

Rambus options imply 10.0% move in share price post-earnings

Pre-earnings options volume in Rambus (RMBS) is 3.1x normal with calls leading puts 19:3. Implied volatility suggests the market is anticipating a move near 10.0%, or $4.47, after results are released. Median move over the past eight quarters is 9.6%.

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