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Twilio options imply 8.5% move in share price post-earnings
The Fly

Twilio options imply 8.5% move in share price post-earnings

Pre-earnings options volume in Twilio (TWLO) is 1.3x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 8.5%, or $6.03, after results are released. Median move over the past eight quarters is 12.2%.

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