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Roku options imply 10.3% move in share price post-earnings

Roku options imply 10.3% move in share price post-earnings

Pre-earnings options volume in Roku (ROKU) is 2.2x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 10.3%, or $8.86, after results are released. Median move over the past eight quarters is 14.2%.

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