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Guardant Health options imply 9.3% move in share price post-earnings

Guardant Health options imply 9.3% move in share price post-earnings

Pre-earnings options volume in Guardant Health (GH) is 3.2x normal with calls leading puts 9:5. Implied volatility suggests the market is anticipating a move near 9.3%, or $4.45, after results are released. Median move over the past eight quarters is 12.2%.

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