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Agilent options imply 4.8% move in share price post-earnings

Agilent options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Agilent (A) is 2.4x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 4.8%, or $6.42, after results are released. Median move over the past eight quarters is 4.7%.

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