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Bank OZK options imply 1.3% move in share price post-earnings
The Fly

Bank OZK options imply 1.3% move in share price post-earnings

Pre-earnings options volume in Bank OZK (OZK) is 1.2x normal with puts leading calls 7:6. Implied volatility suggests the market is anticipating a move near 1.3%, or 58c, after results are released. Median move over the past eight quarters is 4.5%.

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