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Cracker Barrel options imply 7.0% move in share price post-earnings

Pre-earnings options volume in Cracker Barrel (CBRL) is 1.3x normal with puts leading calls 9:4. Implied volatility suggests the market is anticipating a move near 7.0%, or $3.54, after results are released. Median move over the past eight quarters is 4.6%.

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