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PayPal options imply 7.7% move in share price post-earnings
The Fly

PayPal options imply 7.7% move in share price post-earnings

Pre-earnings options volume in PayPal is 1.1x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 7.7%, or $4.53, after results are released. Median move over the past eight quarters is 7.9%.

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