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Zscaler options imply 9.0% move in share price post-earnings
The Fly

Zscaler options imply 9.0% move in share price post-earnings

Pre-earnings options volume in Zscaler (ZS) is 4.4x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 9.0%, or $18.85, after results are released. Median move over the past eight quarters is 8.9%.

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