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Compass Minerals options imply 13.0% move in share price post-earnings

Compass Minerals options imply 13.0% move in share price post-earnings

Pre-earnings options volume in Compass Minerals (CMP) is 2.3x normal with puts leading calls 7:4. Implied volatility suggests the market is anticipating a move near 13.0%, or $1.63, after results are released. Median move over the past eight quarters is 2.3%.

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