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Nucor options imply 4.1% move in share price post-earnings
The Fly

Nucor options imply 4.1% move in share price post-earnings

Pre-earnings options volume in Nucor is normal with calls leading puts 9:7. Implied volatility suggests the market is anticipating a move near 4.1%, or $6.70, after results are released. Median move over the past eight quarters is 6.2%.

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