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SunPower options imply 34.2% move in share price post-earnings

SunPower options imply 34.2% move in share price post-earnings

Pre-earnings options volume in SunPower is normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 34.2%, or 7c, after results are released. Median move over the past eight quarters is 4.3%.

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