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Devon Energy options imply 4.7% move in share price post-earnings
The Fly

Devon Energy options imply 4.7% move in share price post-earnings

Pre-earnings options volume in Devon Energy (DVN) is normal with calls leading puts 5:2. Implied volatility suggests the market is anticipating a move near 4.7%, or $1.83, after results are released. Median move over the past eight quarters is 3.2%.

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