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VAALCO Energy options imply 8.6% move in share price post-earnings
The Fly

VAALCO Energy options imply 8.6% move in share price post-earnings

Pre-earnings options volume in VAALCO Energy (EGY) is 2.1x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 8.6%, or 48c, after results are released. Median move over the past eight quarters is 7.2%.

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