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SunPower options imply 22.2% move in share price post-earnings
The Fly

SunPower options imply 22.2% move in share price post-earnings

Pre-earnings options volume in SunPower is 9.4x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 22.2%, or 62c, after results are released. Median move over the past eight quarters is 4.9%.

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