SolarEdge options imply 14.5% move in share price post-earnings
The Fly

SolarEdge options imply 14.5% move in share price post-earnings

Pre-earnings options volume in SolarEdge is 1.2x normal with puts leading calls 5:3. Implied volatility suggests the market is anticipating a move near 14.5%, or $8.40, after results are released. Median move over the past eight quarters is 9.4%.

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