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Crispr Therapeutics options imply 2.4% move in share price post-earnings

Pre-earnings options volume in Crispr Therapeutics is normal with calls leading puts 7:2. Implied volatility suggests the market is anticipating a move near 2.4%, or $1.20, after results are released. Median move over the past eight quarters is 2.7%.

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Published first on TheFly

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