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SL Green Realty options imply 6.0% move in share price post-earnings
The Fly

SL Green Realty options imply 6.0% move in share price post-earnings

Pre-earnings options volume in SL Green Realty is 2.9x normal with puts leading calls 11:2. Implied volatility suggests the market is anticipating a move near 6.0%, or $3.01, after results are released. Median move over the past eight quarters is 2.3%.

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