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Five Below options imply 4.1% move in share price post-earnings
The Fly

Five Below options imply 4.1% move in share price post-earnings

Pre-earnings options volume in Five Below is 3.9x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 4.1%, or $8.59, after results are released. Median move over the past eight quarters is 6.1%.

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