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Square options imply 9.4% move in share price post-earnings
The Fly

Square options imply 9.4% move in share price post-earnings

Pre-earnings options volume in Square is 1.5x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 9.4%, or $6.47, after results are released. Median move over the past eight quarters is 7.5%.

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