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SMART Global options imply 15.8% move in share price post-earnings
The Fly

SMART Global options imply 15.8% move in share price post-earnings

Pre-earnings options volume in SMART Global is 4.3x normal with puts leading calls 9:7. Implied volatility suggests the market is anticipating a move near 15.8%, or $3.76, after results are released. Median move over the past eight quarters is 9.6%.

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