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Crown Castle options imply 3.5% move in share price post-earnings

Crown Castle options imply 3.5% move in share price post-earnings

Pre-earnings options volume in Crown Castle (CCI) is normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 3.5%, or $3.34, after results are released. Median move over the past eight quarters is 1.5%.

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