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Snap Inc. options imply 18.7% move in share price post-earnings
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Snap Inc. options imply 18.7% move in share price post-earnings

Pre-earnings options volume in Snap Inc. is 2.3x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 18.7%, or $2.14, after results are released. Median move over the past eight quarters is 15.6%.

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