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Archer Daniels options imply 1.5% move in share price post-earnings

Archer Daniels options imply 1.5% move in share price post-earnings

Pre-earnings options volume in Archer Daniels (ADM) is normal with calls leading puts 19:5. Implied volatility suggests the market is anticipating a move near 1.5%, or 79c, after results are released. Median move over the past eight quarters is 3.4%.

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