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AMC Entertainment options imply 10.3% move in share price post-earnings

AMC Entertainment options imply 10.3% move in share price post-earnings

Pre-earnings options volume in AMC Entertainment (AMC) is 1.1x normal with calls leading puts 19:7. Implied volatility suggests the market is anticipating a move near 10.3%, or 33c, after results are released. Median move over the past eight quarters is 6.9%.

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