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SL Green Realty options imply 2.5% move in share price post-earnings

SL Green Realty options imply 2.5% move in share price post-earnings

Pre-earnings options volume in SL Green Realty (SLG) is 3.5x normal with puts leading calls 11:2. Implied volatility suggests the market is anticipating a move near 2.5%, or $1.68, after results are released. Median move over the past eight quarters is 3.2%.

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