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SL Green Realty options imply 6.2% move in share price post-earnings
The Fly

SL Green Realty options imply 6.2% move in share price post-earnings

Pre-earnings options volume in SL Green Realty is normal with calls leading puts 9:7. Implied volatility suggests the market is anticipating a move near 6.2%, or $2.20, after results are released. Median move over the past eight quarters is 1.8%.

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