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Crown Holdings options imply 4.3% move in share price post-earnings

Crown Holdings options imply 4.3% move in share price post-earnings

Pre-earnings options volume in Crown Holdings (CCK) is normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 4.3%, or $3.66, after results are released. Median move over the past eight quarters is 5.1%.

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