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Rocket Lab USA options imply 10.3% move in share price post-earnings
The Fly

Rocket Lab USA options imply 10.3% move in share price post-earnings

Pre-earnings options volume in Rocket Lab USA is 1.6x normal with calls leading puts 7:1. Implied volatility suggests the market is anticipating a move near 10.3%, or 42c, after results are released. Median move over the past eight quarters is 3.9%.

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