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Confluent options imply 12.7% move in share price post-earnings

Confluent options imply 12.7% move in share price post-earnings

Pre-earnings options volume in Confluent (CFLT) is 10.0x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 12.7%, or $3.89, after results are released. Median move over the past eight quarters is 16.2%.

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