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Gossamer Bio options imply 6.3% move in share price post-earnings
The Fly

Gossamer Bio options imply 6.3% move in share price post-earnings

Pre-earnings options volume in Gossamer Bio is normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 6.3%, or 0c, after results are released. Median move over the past eight quarters is 2.6%.

Published first on TheFly

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