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Lennar options imply 5.3% move in share price post-earnings
The Fly

Lennar options imply 5.3% move in share price post-earnings

Pre-earnings options volume in Lennar is 4.7x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 5.3%, or $8.31, after results are released. Median move over the past eight quarters is 3.0%.

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