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Box options imply 4.4% move in share price post-earnings
The Fly

Box options imply 4.4% move in share price post-earnings

Pre-earnings options volume in Box is 3.0x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 4.4%, or $1.34, after results are released. Median move over the past eight quarters is 4.5%.

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