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Fedex options imply 6.6% move in share price post-earnings

Fedex options imply 6.6% move in share price post-earnings

Pre-earnings options volume in Fedex (FDX) is 2.0x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 6.6%, or $16.26, after results are released. Median move over the past eight quarters is 7.7%.

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