Crown Holdings options imply 5.7% move in share price post-earnings
The Fly

Crown Holdings options imply 5.7% move in share price post-earnings

Pre-earnings options volume in Crown Holdings (CCK) is 9.7x normal with calls leading puts 9:8. Implied volatility suggests the market is anticipating a move near 5.7%, or $5.33, after results are released. Median move over the past eight quarters is 6.1%.

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