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

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

Pre-earnings options volume in AeroVironment is 3.2x normal with calls leading puts 7:3. Implied volatility suggests the market is anticipating a move near 7.1%, or $10.10, after results are released. Median move over the past eight quarters is 4.7%.

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