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Zscaler options imply 9.6% move in share price post-earnings
The Fly

Zscaler options imply 9.6% move in share price post-earnings

Pre-earnings options volume in Zscaler is 2.0x normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 9.6%, or $15.19, after results are released. Median move over the past eight quarters is 10.1%.

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