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Clover Health options imply 19.9% move in share price post-earnings

Clover Health options imply 19.9% move in share price post-earnings

Pre-earnings options volume in Clover Health is 2.0x normal with calls leading puts 19:3. Implied volatility suggests the market is anticipating a move near 19.9%, or 15c, after results are released. Median move over the past eight quarters is 10.0%.

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