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Workday options imply 7.1% move in share price post-earnings
The Fly

Workday options imply 7.1% move in share price post-earnings

Pre-earnings options volume in Workday is 3.3x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 7.1%, or $16.65, after results are released. Median move over the past eight quarters is 7.7%.

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