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Senseonics options imply 8.2% move in share price post-earnings

Senseonics options imply 8.2% move in share price post-earnings

Pre-earnings options volume in Senseonics (SENS) is 2.5x normal with calls leading puts 15:1. Implied volatility suggests the market is anticipating a move near 8.2%, or 7c, after results are released. Median move over the past eight quarters is 10.5%.

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