Pre-earnings options volume in Caesars is 1.8x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 7.0%, or $2.55, after results are released. Median move over the past eight quarters is 1.3%.
Pre-earnings options volume in Caesars is 1.8x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 7.0%, or $2.55, after results are released. Median move over the past eight quarters is 1.3%.