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Smartsheet options imply 8.5% move in share price post-earnings
The Fly

Smartsheet options imply 8.5% move in share price post-earnings

Pre-earnings options volume in Smartsheet is 4.4x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 8.5%, or $3.23, after results are released. Median move over the past eight quarters is 8.9%.

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