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Mama’s Creations Inc options imply 17.2% move in share price post-earnings

Pre-earnings options volume in Mama‘s Creations (MAMA) Inc is 2.4x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 17.2%, or $1.64, after results are released. Median move over the past eight quarters is 4.4%.

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