Companhia Siderugica Hacional options imply 15.2% move in share price post-earnings

Pre-earnings options volume in Companhia Siderugica Hacional is normal with calls leading puts 15:2. Implied volatility suggests the market is anticipating a move near 15.2%, or 32c, after results are released. Median move over the past eight quarters is 4.3%.