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Snap Inc. options imply 17.2% move in share price post-earnings
The Fly

Snap Inc. options imply 17.2% move in share price post-earnings

Pre-earnings options volume in Snap Inc. is 3.0x normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 17.2%, or $2.24, after results are released. Median move over the past eight quarters is 22.3%.

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