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Sana Biotechnology options imply 6.3% move in share price post-earnings

Sana Biotechnology options imply 6.3% move in share price post-earnings

Pre-earnings options volume in Sana Biotechnology (SANA) is 2.0x normal with calls leading puts 150:1. Implied volatility suggests the market is anticipating a move near 6.3%, or 16c, after results are released. Median move over the past eight quarters is 5.7%.

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