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Snowflake options imply 9.3% move in share price post-earnings
The Fly

Snowflake options imply 9.3% move in share price post-earnings

Pre-earnings options volume in Snowflake is 1.1x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 9.3%, or $15.29, after results are released. Median move over the past eight quarters is 10.1%.

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