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B Riley Principal Merger Corp II options imply 15.1% move in share price post-earnings
The Fly

B Riley Principal Merger Corp II options imply 15.1% move in share price post-earnings

Pre-earnings options volume in B Riley Principal Merger Corp II is normal with calls leading puts 22:1. Implied volatility suggests the market is anticipating a move near 15.1%, or 47c, after results are released. Median move over the past eight quarters is 19.1%.

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