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NXP Semiconductors options imply 4.8% move in share price post-earnings

NXP Semiconductors options imply 4.8% move in share price post-earnings

Pre-earnings options volume in NXP Semiconductors is 2.8x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 4.8%, or $11.75, after results are released. Median move over the past eight quarters is 2.2%.

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