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Capital One options imply 4.2% move in share price post-earnings
The Fly

Capital One options imply 4.2% move in share price post-earnings

Pre-earnings options volume in Capital One is 1.8x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 4.2%, or $5.52, after results are released. Median move over the past eight quarters is 4.8%.

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