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Corteva options imply 4.6% move in share price post-earnings
The Fly

Corteva options imply 4.6% move in share price post-earnings

Pre-earnings options volume in Corteva is 3.0x normal with puts leading calls 9:5. Implied volatility suggests the market is anticipating a move near 4.6%, or $2.11, after results are released. Median move over the past eight quarters is 3.1%.

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