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AGNC Investment Corp. options imply 2.8% move in share price post-earnings

AGNC Investment Corp. options imply 2.8% move in share price post-earnings

Pre-earnings options volume in AGNC Investment (AGNC) Corp. is normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 2.8%, or 27c, after results are released. Median move over the past eight quarters is 2.3%.

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