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Lam Research options imply 3.9% move in share price post-earnings
The Fly

Lam Research options imply 3.9% move in share price post-earnings

Pre-earnings options volume in Lam Research is normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 3.9%, or $18.86, after results are released. Median move over the past eight quarters is 3.1%.

Published first on TheFly

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