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Las Vegas Sands options imply 6.2% move in share price post-earnings

Pre-earnings options volume in Las Vegas Sands (LVS) is 2.0x normal with calls leading puts 4:3. Implied volatility suggests the market is anticipating a move near 6.2%, or $2.18, after results are released. Median move over the past eight quarters is 2.9%.

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