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TakeTwo Interactive Software options imply 4.2% move in share price post-earnings
The Fly

TakeTwo Interactive Software options imply 4.2% move in share price post-earnings

Pre-earnings options volume in TakeTwo Interactive Software is 4.0x normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 4.2%, or $7.20, after results are released. Median move over the past eight quarters is 5.8%.

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