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Surgepays options imply 12.5% move in share price post-earnings
The Fly

Surgepays options imply 12.5% move in share price post-earnings

Pre-earnings options volume in Surgepays is normal with calls leading puts 19:4. Implied volatility suggests the market is anticipating a move near 12.5%, or 86c, after results are released. Median move over the past eight quarters is 9.6%.

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