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Range Resources options imply 3.3% move in share price post-earnings
The Fly

Range Resources options imply 3.3% move in share price post-earnings

Pre-earnings options volume in Range Resources is 1.4x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 3.3%, or $1.23, after results are released. Median move over the past eight quarters is 3.7%.

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