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CF Industries options imply 4.6% move in share price post-earnings

CF Industries options imply 4.6% move in share price post-earnings

Pre-earnings options volume in CF Industries (CF) is normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 4.6%, or $3.84, after results are released. Median move over the past eight quarters is 1.2%.

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