Sangamo options imply 23.6% move in share price post-earnings
The Fly

Sangamo options imply 23.6% move in share price post-earnings

Pre-earnings options volume in Sangamo is 6.2x normal with calls leading puts 13:2. Implied volatility suggests the market is anticipating a move near 23.6%, or 24c, after results are released. Median move over the past eight quarters is 8.2%.

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