Range Resources options imply 3.9% move in share price post-earnings
The Fly

Range Resources options imply 3.9% move in share price post-earnings

Pre-earnings options volume in Range Resources is normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 3.9%, or $1.36, after results are released. Median move over the past eight quarters is 4.4%.

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