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Sangamo options imply 29.8% move in share price post-earnings

Sangamo options imply 29.8% move in share price post-earnings

Pre-earnings options volume in Sangamo (SGMO) is normal with calls leading puts 15:1. Implied volatility suggests the market is anticipating a move near 29.8%, or 0c, after results are released. Median move over the past eight quarters is 8.6%.

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