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Verint options imply 5.4% move in share price post-earnings
The Fly

Verint options imply 5.4% move in share price post-earnings

Pre-earnings options volume in Verint is 1.3x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 5.4%, or $1.68, after results are released. Median move over the past eight quarters is 1.6%.

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