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Lyft options imply 15.5% move in share price post-earnings

Lyft options imply 15.5% move in share price post-earnings

Pre-earnings options volume in Lyft (LYFT) is 2.8x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 15.5%, or $2.26, after results are released. Median move over the past eight quarters is 18.1%.

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