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Tattooed Chef options imply 9.6% move in share price post-earnings

Pre-earnings options volume in Tattooed Chef is 2.1x normal with puts leading calls 14:1. Implied volatility suggests the market is anticipating a move near 9.6%, or 15c, after results are released. Median move over the past eight quarters is 4.6%.

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Published first on TheFly

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