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Ross Stores options imply 5.4% move in share price post-earnings
The Fly

Ross Stores options imply 5.4% move in share price post-earnings

Pre-earnings options volume in Ross Stores (ROST) is 7.5x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 5.4%, or $7.75, after results are released. Median move over the past eight quarters is 3.4%.

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