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Salesforce options imply 6.5% move in share price post-earnings

Salesforce options imply 6.5% move in share price post-earnings

Pre-earnings options volume in Salesforce (CRM) is 1.7x normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 6.5%, or $21.57, after results are released. Median move over the past eight quarters is 6.5%.

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