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Conn’s options imply 24.3% move in share price post-earnings
The Fly

Conn’s options imply 24.3% move in share price post-earnings

Pre-earnings options volume in Conn‘s is normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 24.3%, or 0c, after results are released. Median move over the past eight quarters is 9.0%.

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