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Weyerhaeuser options imply 2.3% move in share price post-earnings
The Fly

Weyerhaeuser options imply 2.3% move in share price post-earnings

Pre-earnings options volume in Weyerhaeuser (WY) is normal with puts leading calls 3:2. Implied volatility suggests the market is anticipating a move near 2.3%, or 72c, after results are released. Median move over the past eight quarters is 1.3%.

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