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CoStar Group options imply 5.5% move in share price post-earnings
The Fly

CoStar Group options imply 5.5% move in share price post-earnings

Pre-earnings options volume in CoStar Group is 1.6x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 5.5%, or $4.68, after results are released. Median move over the past eight quarters is 5.7%.

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