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Raymond James options imply 4.9% move in share price post-earnings
The Fly

Raymond James options imply 4.9% move in share price post-earnings

Pre-earnings options volume in Raymond James is 3.4x normal with puts leading calls 7:2. Implied volatility suggests the market is anticipating a move near 4.9%, or $5.46, after results are released. Median move over the past eight quarters is 3.5%.

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