tiprankstipranks

Five Below options imply 11.4% move in share price post-earnings

Five Below options imply 11.4% move in share price post-earnings

Pre-earnings options volume in Five Below (FIVE) is 7.7x normal with calls leading puts 7:2. Implied volatility suggests the market is anticipating a move near 11.4%, or $8.49, after results are released. Median move over the past eight quarters is 6.9%.

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

Questions or Comments about the article? Write to editor@tipranks.com