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Smartsheet options imply 10.6% move in share price post-earnings

Smartsheet options imply 10.6% move in share price post-earnings

Pre-earnings options volume in Smartsheet is 2.9x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 10.6%, or $4.20, after results are released. Median move over the past eight quarters is 12.6%.

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