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Root Inc options imply 18.9% move in share price post-earnings
The Fly

Root Inc options imply 18.9% move in share price post-earnings

Pre-earnings options volume in Root Inc is 2.1x normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 18.9%, or $13.06, after results are released. Median move over the past eight quarters is 17.0%.

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