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Super Micro options imply 6.2% move in share price post-earnings
The Fly

Super Micro options imply 6.2% move in share price post-earnings

Pre-earnings options volume in Super Micro is normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 6.2%, or $2.59, after results are released. Median move over the past eight quarters is 9.1%.

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