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Redfin options imply 10.4% move in share price post-earnings

Redfin options imply 10.4% move in share price post-earnings

Pre-earnings options volume in Redfin (RDFN) is 1.5x normal with calls leading puts 9:5. Implied volatility suggests the market is anticipating a move near 10.4%, or 83c, after results are released. Median move over the past eight quarters is 12.5%.

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