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Sunnova Energy options imply 27.0% move in share price post-earnings
The Fly

Sunnova Energy options imply 27.0% move in share price post-earnings

Pre-earnings options volume in Sunnova Energy (NOVA) is 1.5x normal with calls leading puts 19:5. Implied volatility suggests the market is anticipating a move near 27.0%, or $1.44, after results are released. Median move over the past eight quarters is 14.0%.

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