Bausch Health options imply 10.2% move in share price post-earnings
The Fly

Bausch Health options imply 10.2% move in share price post-earnings

Pre-earnings options volume in Bausch Health (BHC) is normal with calls leading puts 10:3. Implied volatility suggests the market is anticipating a move near 10.2%, or 84c, after results are released. Median move over the past eight quarters is 5.5%.

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