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Align Technology options imply 9.5% move in share price post-earnings

Align Technology options imply 9.5% move in share price post-earnings

Pre-earnings options volume in Align Technology (ALGN) is 5.1x normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 9.5%, or $20.64, after results are released. Median move over the past eight quarters is 9.0%.

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