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Western Digital options imply 6.2% move in share price post-earnings

Western Digital options imply 6.2% move in share price post-earnings

Pre-earnings options volume in Western Digital is 1.8x normal with puts leading calls 5:4. Implied volatility suggests the market is anticipating a move near 6.2%, or $2.66, after results are released. Median move over the past eight quarters is 3.0%.

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