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Trevi Therapeutics options imply 7.8% move in share price post-earnings

Trevi Therapeutics options imply 7.8% move in share price post-earnings

Pre-earnings options volume in Trevi Therapeutics (TRVI) is 2.8x normal with calls leading puts 12:1. Implied volatility suggests the market is anticipating a move near 7.8%, or 0c, after results are released. Median move over the past eight quarters is 2.7%.

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