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Salesforce options imply 4.8% move in share price post-earnings

Salesforce options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Salesforce is 2.7x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 4.8%, or $11.11, after results are released. Median move over the past eight quarters is 6.5%.

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