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Teradyne options imply 7.1% move in share price post-earnings
The Fly

Teradyne options imply 7.1% move in share price post-earnings

Pre-earnings options volume in Teradyne (TER) is 3.7x normal with puts leading calls 8:3. Implied volatility suggests the market is anticipating a move near 7.1%, or $8.86, after results are released. Median move over the past eight quarters is 3.4%.

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