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Clover Health options imply 9.0% move in share price post-earnings

Clover Health options imply 9.0% move in share price post-earnings

Pre-earnings options volume in Clover Health (CLOV) is normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 9.0%, or 39c, after results are released. Median move over the past eight quarters is 9.9%.

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