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Discover options imply 5.3% move in share price post-earnings

Discover options imply 5.3% move in share price post-earnings

Pre-earnings options volume in Discover is normal with puts leading calls 3:1. Implied volatility suggests the market is anticipating a move near 5.3%, or $7.86, after results are released. Median move over the past eight quarters is 4.0%.

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