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Alaska Air options imply 3.1% move in share price post-earnings

Alaska Air options imply 3.1% move in share price post-earnings

Pre-earnings options volume in Alaska Air (ALK) is normal with calls leading puts 11:2. Implied volatility suggests the market is anticipating a move near 3.1%, or $1.42, after results are released. Median move over the past eight quarters is 2.8%.

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