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Rumble options imply 10.2% move in share price post-earnings
The Fly

Rumble options imply 10.2% move in share price post-earnings

Pre-earnings options volume in Rumble is normal with calls leading puts 9:8. Implied volatility suggests the market is anticipating a move near 10.2%, or 59c, after results are released. Median move over the past eight quarters is 5.1%.

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