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Fastly Inc options imply 21.3% move in share price post-earnings

Fastly Inc options imply 21.3% move in share price post-earnings

Pre-earnings options volume in Fastly (FSLY) Inc is 4.3x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 21.3%, or $2.13, after results are released. Median move over the past eight quarters is 15.7%.

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