Pre-earnings options volume in Cassava Sciences is normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 22.1%, or $5.89, after results are released. Median move over the past eight quarters is 5.0%.
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- Largest borrow rate increases among liquid names
- Cassava Sciences call volume above normal and directionally bullish
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- Cassava Sciences Mourns the Death of Board Member Sanford “Sandy” Robertson
- Cassava Sciences options imply 15.1% move in share price post-earnings
