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Cal Maine Foods options imply 4.7% move in share price post-earnings
The Fly

Cal Maine Foods options imply 4.7% move in share price post-earnings

Pre-earnings options volume in Cal Maine Foods is 1.4x normal with calls leading puts 9:7. Implied volatility suggests the market is anticipating a move near 4.7%, or $3.63, after results are released. Median move over the past eight quarters is 3.4%.

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