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Talos Energy options imply 7.2% move in share price post-earnings

Talos Energy options imply 7.2% move in share price post-earnings

Pre-earnings options volume in Talos Energy (TALO) is 1.4x normal with calls leading puts 11:2. Implied volatility suggests the market is anticipating a move near 7.2%, or 83c, after results are released. Median move over the past eight quarters is 4.3%.

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