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Chesapeake Energy options imply 2.6% move in share price post-earnings
The Fly

Chesapeake Energy options imply 2.6% move in share price post-earnings

Pre-earnings options volume in Chesapeake Energy is 1.4x normal with calls leading puts 8:1. Implied volatility suggests the market is anticipating a move near 2.6%, or $2.27, after results are released. Median move over the past eight quarters is 2.2%.

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