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Ambrx Biopharma options imply 9.7% move in share price post-earnings
The Fly

Ambrx Biopharma options imply 9.7% move in share price post-earnings

Pre-earnings options volume in Ambrx Biopharma is normal with puts leading calls 13:1. Implied volatility suggests the market is anticipating a move near 9.7%, or 0c, after results are released. Median move over the past eight quarters is 2.2%.

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