tiprankstipranks

AGNC Investment Corp. options imply 4.0% move in share price post-earnings

AGNC Investment Corp. options imply 4.0% move in share price post-earnings

Pre-earnings options volume in AGNC Investment Corp. is normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 4.0%, or 28c, after results are released. Median move over the past eight quarters is 2.1%.

Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>

See today’s best-performing stocks on TipRanks >>

Read More on AGNC:

Disclaimer & DisclosureReport an Issue