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Lennar options imply 4.9% move in share price post-earnings

Lennar options imply 4.9% move in share price post-earnings

Pre-earnings options volume in Lennar (LEN) is 1.7x normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 4.9%, or $5.86, after results are released. Median move over the past eight quarters is 4.7%.

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