Community Health options imply 21.2% move in share price post-earnings
The Fly

Community Health options imply 21.2% move in share price post-earnings

Pre-earnings options volume in Community Health is normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 21.2%, or 85c, after results are released. Median move over the past eight quarters is 22.5%.

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