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Marathon Oil options imply 4.8% move in share price post-earnings
The Fly

Marathon Oil options imply 4.8% move in share price post-earnings

Pre-earnings options volume in Marathon Oil is 1.3x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 4.8%, or $1.25, after results are released. Median move over the past eight quarters is 4.7%.

Published first on TheFly

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