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Chubb options imply 2.4% move in share price post-earnings
The Fly

Chubb options imply 2.4% move in share price post-earnings

Pre-earnings options volume in Chubb is 1.2x normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 2.4%, or $6.17, after results are released. Median move over the past eight quarters is 1.7%.

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