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Origin Materials options imply 8.4% move in share price post-earnings
The Fly

Origin Materials options imply 8.4% move in share price post-earnings

Pre-earnings options volume in Origin Materials (ORGN) is 10.2x normal with calls leading puts 254:1. Implied volatility suggests the market is anticipating a move near 8.4%, or 0c, after results are released. Median move over the past eight quarters is 10.7%.

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