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Toll Brothers options imply 4.8% move in share price post-earnings
The Fly

Toll Brothers options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Toll Brothers is 1.9x normal with puts leading calls 8:7. Implied volatility suggests the market is anticipating a move near 4.8%, or $4.95, after results are released. Median move over the past eight quarters is 3.4%.

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