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Alphabet options imply 5.9% move in share price post-earnings

Alphabet options imply 5.9% move in share price post-earnings

Pre-earnings options volume in Alphabet (GOOG) is 1.1x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 5.9%, or $12.27, after results are released. Median move over the past eight quarters is 5.3%.

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