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Cisco options imply 4.8% move in share price post-earnings

Cisco options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Cisco (CSCO) is 1.2x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 4.8%, or $3.01, after results are released. Median move over the past eight quarters is 3.0%.

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