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Applied Materials options imply 3.7% move in share price post-earnings

Applied Materials options imply 3.7% move in share price post-earnings

Pre-earnings options volume in Applied Materials (AMAT) is 1.4x normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 3.7%, or $6.76, after results are released. Median move over the past eight quarters is 3.0%.

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