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Comtech options imply 11.4% move in share price post-earnings

Comtech options imply 11.4% move in share price post-earnings

Pre-earnings options volume in Comtech (CMTL) is normal with calls leading puts 179:1. Implied volatility suggests the market is anticipating a move near 11.4%, or 48c, after results are released. Median move over the past eight quarters is 3.8%.

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