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Caesars options imply 7.0% move in share price post-earnings
The Fly

Caesars options imply 7.0% move in share price post-earnings

Pre-earnings options volume in Caesars is 1.8x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 7.0%, or $2.55, after results are released. Median move over the past eight quarters is 1.3%.

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