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ZTO Express options imply 4.8% move in share price post-earnings
The Fly

ZTO Express options imply 4.8% move in share price post-earnings

Pre-earnings options volume in ZTO Express is 6.8x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 4.8%, or $1.04, after results are released. Median move over the past eight quarters is 2.8%.

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