Trupanion options imply 14.3% move in share price post-earnings
The Fly

Trupanion options imply 14.3% move in share price post-earnings

Pre-earnings options volume in Trupanion is 3.4x normal with puts leading calls 5:1. Implied volatility suggests the market is anticipating a move near 14.3%, or $5.06, after results are released. Median move over the past eight quarters is 6.9%.

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