Pre-earnings options volume in Buzzfeed is 2.0x normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 18.0%, or 40c, after results are released. Median move over the past eight quarters is 2.7%.
Don't Miss Our Christmas Offers:
- Discover the latest stocks recommended by top Wall Street analysts, all in one place with Analyst Top Stocks
- Make smarter investments with weekly expert stock picks from the Smart Investor Newsletter