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Crown Castle options imply 3.4% move in share price post-earnings
The Fly

Crown Castle options imply 3.4% move in share price post-earnings

Pre-earnings options volume in Crown Castle is 2.2x normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 3.4%, or $3.94, after results are released. Median move over the past eight quarters is 4.0%.

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