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Paramount Global options imply 8.8% move in share price post-earnings
The Fly

Paramount Global options imply 8.8% move in share price post-earnings

Pre-earnings options volume in Paramount Global is normal with calls leading puts 19:5. Implied volatility suggests the market is anticipating a move near 8.8%, or $1.08, after results are released. Median move over the past eight quarters is 4.4%.

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