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Clorox options imply 4.7% move in share price post-earnings
The Fly

Clorox options imply 4.7% move in share price post-earnings

Pre-earnings options volume in Clorox is 3.0x normal with puts leading calls 5:1. Implied volatility suggests the market is anticipating a move near 4.7%, or $6.97, after results are released. Median move over the past eight quarters is 5.9%.

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