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Virgin Galactic options imply 15.8% move in share price post-earnings
The Fly

Virgin Galactic options imply 15.8% move in share price post-earnings

Pre-earnings options volume in Virgin Galactic is normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 15.8%, or 85c, after results are released. Median move over the past eight quarters is 7.7%.

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