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iRobot options imply 20.6% move in share price post-earnings
The Fly

iRobot options imply 20.6% move in share price post-earnings

Pre-earnings options volume in iRobot is normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 20.6%, or $2.49, after results are released. Median move over the past eight quarters is 2.5%.

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