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Baker Hughes options imply 2.7% move in share price post-earnings

Baker Hughes options imply 2.7% move in share price post-earnings

Pre-earnings options volume in Baker Hughes is 1.5x normal with puts leading calls 5:1. Implied volatility suggests the market is anticipating a move near 2.7%, or 88c, after results are released. Median move over the past eight quarters is 3.7%.

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