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Nucor options imply 4.3% move in share price post-earnings

Nucor options imply 4.3% move in share price post-earnings

Pre-earnings options volume in Nucor (NUE) is normal with calls leading puts 11:2. Implied volatility suggests the market is anticipating a move near 4.3%, or $5.26, after results are released. Median move over the past eight quarters is 6.5%.

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