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Scilex Holding Co options imply 17.2% move in share price post-earnings

Scilex Holding Co options imply 17.2% move in share price post-earnings

Pre-earnings options volume in Scilex (SCLX) Holding Co is 1.8x normal with calls leading puts 50:1. Implied volatility suggests the market is anticipating a move near 17.2%, or 0c, after results are released. Median move over the past eight quarters is 4.0%.

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