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Virgin Galactic options imply 11.3% move in share price post-earnings
The Fly

Virgin Galactic options imply 11.3% move in share price post-earnings

Pre-earnings options volume in Virgin Galactic (SPCE) is normal with puts leading calls 5:4. Implied volatility suggests the market is anticipating a move near 11.3%, or 80c, after results are released. Median move over the past eight quarters is 7.7%.

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