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MetLife options imply 2.7% move in share price post-earnings
The Fly

MetLife options imply 2.7% move in share price post-earnings

Pre-earnings options volume in MetLife is 2.5x normal with calls leading puts 9:8. Implied volatility suggests the market is anticipating a move near 2.7%, or $1.89, after results are released. Median move over the past eight quarters is 1.2%.

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