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Liberty Global options imply 2.5% move in share price post-earnings
The Fly

Liberty Global options imply 2.5% move in share price post-earnings

Pre-earnings options volume in Liberty Global is 4.1x normal with puts leading calls 17:1. Implied volatility suggests the market is anticipating a move near 2.5%, or 49c, after results are released. Median move over the past eight quarters is 4.4%.

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