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Canadian Pacific options imply 2.0% move in share price post-earnings
The Fly

Canadian Pacific options imply 2.0% move in share price post-earnings

Pre-earnings options volume in Canadian Pacific is 6.5x normal with calls leading puts 19:6. Implied volatility suggests the market is anticipating a move near 2.0%, or $1.62, after results are released. Median move over the past eight quarters is 0.8%.

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