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Ross Stores options imply 4.5% move in share price post-earnings
The Fly

Ross Stores options imply 4.5% move in share price post-earnings

Pre-earnings options volume in Ross Stores is 3.3x normal with puts leading calls 8:7. Implied volatility suggests the market is anticipating a move near 4.5%, or $5.13, after results are released. Median move over the past eight quarters is 4.2%.

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