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Texas Instruments options imply 4.1% move in share price post-earnings

Texas Instruments options imply 4.1% move in share price post-earnings

Pre-earnings options volume in Texas Instruments (TXN) is 2.0x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 4.1%, or $8.15, after results are released. Median move over the past eight quarters is 3.2%.

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