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T2 Biosystems options imply 67.5% move in share price post-earnings

T2 Biosystems options imply 67.5% move in share price post-earnings

Pre-earnings options volume in T2 Biosystems is 1.1x normal with calls leading puts :. Implied volatility suggests the market is anticipating a move near 67.5%, or 0c, after results are released. Median move over the past eight quarters is 7.1%.

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