Cleveland-Cliffs options imply 6.0% move in share price post-earnings
The Fly

Cleveland-Cliffs options imply 6.0% move in share price post-earnings

Pre-earnings options volume in Cleveland-Cliffs is normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 6.0%, or $1.26, after results are released. Median move over the past eight quarters is 6.5%.

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