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Getty Images options imply 13.5% move in share price post-earnings

Getty Images options imply 13.5% move in share price post-earnings

Pre-earnings options volume in Getty Images (GETY) is 2.2x normal with calls leading puts 9:2. Implied volatility suggests the market is anticipating a move near 13.5%, or 29c, after results are released. Median move over the past eight quarters is 2.8%.

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