Simon Property options imply 3.3% move in share price post-earnings
The Fly

Simon Property options imply 3.3% move in share price post-earnings

Pre-earnings options volume in Simon Property is 1.4x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 3.3%, or $3.46, after results are released. Median move over the past eight quarters is 4.2%.

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