Figure 4 shows the implied volatility of WFC before earnings

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Women’s Swimwear (Privacy Policy)SovrnThis is an ad network. (Privacy Policy)Facebook AdsThis is an ad network. (Privacy Policy)Amazon Unified Ad MarketplaceThis is an ad network. Figure 4 shows the implied volatility of WFC before earnings. The day corresponding to the earnings release is yellow. JPM did not show an obvious trend in implied volatility like BAC and WFC did. Women’s Swimwear

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