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V F Corp options imply 11.5% move in share price post-earnings
The Fly

V F Corp options imply 11.5% move in share price post-earnings

Pre-earnings options volume in V F Corp is 2.9x normal with calls leading puts 9:4. Implied volatility suggests the market is anticipating a move near 11.5%, or $1.39, after results are released. Median move over the past eight quarters is 4.7%.

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