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Salesforce options imply 7.5% move in share price post-earnings
The Fly

Salesforce options imply 7.5% move in share price post-earnings

Pre-earnings options volume in Salesforce is 2.8x normal with puts leading calls 7:5. Implied volatility suggests the market is anticipating a move near 7.5%, or $19.40, after results are released. Median move over the past eight quarters is 6.5%.

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