As you may already know, Microsoft is frequently introducing new features and services to his cloud services.

As part of these new features/services, an update on the contextual menu in OneDrive for Business now allows user to copy/move items within his own space(at this time, this option is ONLY available on OneDrive for Business, not to other SharePoint Online sites)

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And it work also if select multiple items

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Be careful the default option is a MOVE operation; to make a copy you have to check the box below the destination folders list.