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NXP Semiconductors options imply 5.8% move in share price post-earnings

NXP Semiconductors options imply 5.8% move in share price post-earnings

Pre-earnings options volume in NXP Semiconductors (NXPI) is 3.1x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 5.8%, or $11.95, after results are released. Median move over the past eight quarters is 3.5%.

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