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Vermilion Energy options imply 5.2% move in share price post-earnings

Vermilion Energy options imply 5.2% move in share price post-earnings

Pre-earnings options volume in Vermilion Energy (VET) is 2.1x normal with calls leading puts 16:1. Implied volatility suggests the market is anticipating a move near 5.2%, or 40c, after results are released. Median move over the past eight quarters is 4.0%.

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