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GameStop options imply 12.4% move in share price post-earnings

GameStop options imply 12.4% move in share price post-earnings

Pre-earnings options volume in GameStop (GME) is normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 12.4%, or $3.41, after results are released. Median move over the past eight quarters is 11.7%.

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