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Vornado options imply 4.7% move in share price post-earnings
The Fly

Vornado options imply 4.7% move in share price post-earnings

Pre-earnings options volume in Vornado is normal with puts leading calls 9:4. Implied volatility suggests the market is anticipating a move near 4.7%, or 95c, after results are released. Median move over the past eight quarters is 2.0%.

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