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jimmybob

05/11/16 3:31 PM

#292587 RE: jimmybob #119802

Weibo options imply 10.1% move in share price post-earnings, above median historical move
Pre-earnings options volume in Weibo is 2.2x normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 10.1%, or $2.34, after results are released. Median move over the past eight quarters is 2.4%