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Logitech options imply 4.8% move in share price post-earnings
The Fly

Logitech options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Logitech is 1.7x normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 4.8%, or $2.74, after results are released. Median move over the past eight quarters is 5.1%.

Published first on TheFly

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