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Caesars options imply 4.8% move in share price post-earnings
The Fly

Caesars options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Caesars (CZR) is 1.2x normal with calls leading puts 19:7. Implied volatility suggests the market is anticipating a move near 4.8%, or $2.16, after results are released. Median move over the past eight quarters is 1.5%.

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