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Synopsys options imply 4.7% move in share price post-earnings
The Fly

Synopsys options imply 4.7% move in share price post-earnings

Pre-earnings options volume in Synopsys is 3.0x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 4.7%, or $26.46, after results are released. Median move over the past eight quarters is 3.8%.

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