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Nordstrom options imply 1.2% move in share price post-earnings

Nordstrom options imply 1.2% move in share price post-earnings

Pre-earnings options volume in Nordstrom (JWN) is 2.6x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 1.2%, or 29c, after results are released. Median move over the past eight quarters is 4.9%.

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