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Live Nation options imply 5.4% move in share price post-earnings

Live Nation options imply 5.4% move in share price post-earnings

Pre-earnings options volume in Live Nation is 3.2x normal with calls leading puts 11:2. Implied volatility suggests the market is anticipating a move near 5.4%, or $5.12, after results are released. Median move over the past eight quarters is 7.3%.

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