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Boston Properties options imply 3.7% move in share price post-earnings
The Fly

Boston Properties options imply 3.7% move in share price post-earnings

Pre-earnings options volume in Boston Properties is 1.9x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 3.7%, or $2.57, after results are released. Median move over the past eight quarters is 2.6%.

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