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Zscaler options imply 9.4% move in share price post-earnings

Zscaler options imply 9.4% move in share price post-earnings

Pre-earnings options volume in Zscaler (ZS) is 1.8x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 9.4%, or $18.26, after results are released. Median move over the past eight quarters is 6.9%.

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