GoPro (GPRO) option implied volatility increases into EPS
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GoPro (NASDAQ: GPRO) November weekly call option implied volatility is at 351, November is at 121; compared to its 52-week range of 43 to 110 into expected release of EPS today after the closing bell. November weekly 7 straddle priced for a move of 13%. Call put ratio 1.3 calls to 1 put with focus on November weekly 6.5 and 7 calls.
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