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Zions Bancorp options imply 6.7% move in share price post-earnings

Pre-earnings options volume in Zions Bancorp (ZION) is 3.8x normal with puts leading calls 3:2. Implied volatility suggests the market is anticipating a move near 6.7%, or $2.90, after results are released. Median move over the past eight quarters is 5.5%.

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