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Snap Inc. options imply 18.9% move in share price post-earnings
The Fly

Snap Inc. options imply 18.9% move in share price post-earnings

Pre-earnings options volume in Snap (SNAP) Inc. is 3.2x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 18.9%, or $2.04, after results are released. Median move over the past eight quarters is 22.0%.

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