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Emergent BioSolutions options imply 25.1% move in share price post-earnings
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Emergent BioSolutions options imply 25.1% move in share price post-earnings

Pre-earnings options volume in Emergent BioSolutions is 2.0x normal with calls leading puts :. Implied volatility suggests the market is anticipating a move near 25.1%, or 82c, after results are released. Median move over the past eight quarters is 11.5%.

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