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

Lennar options imply 5.7% move in share price post-earnings

Pre-earnings options volume in Lennar (LEN) is 3.8x normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 5.7%, or $8.65, after results are released. Median move over the past eight quarters is 4.1%.

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