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BlackBerry options imply 9.6% move in share price post-earnings
The Fly

BlackBerry options imply 9.6% move in share price post-earnings

Pre-earnings options volume in BlackBerry is 1.8x normal with calls leading puts 15:2. Implied volatility suggests the market is anticipating a move near 9.6%, or 21c, after results are released. Median move over the past eight quarters is 7.0%.

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