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Hollysys options imply 2.0% move in share price post-earnings
The Fly

Hollysys options imply 2.0% move in share price post-earnings

Pre-earnings options volume in Hollysys is normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 2.0%, or 45c, after results are released. Median move over the past eight quarters is 1.2%.

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