tiprankstipranks
Five Below options imply 6.4% move in share price post-earnings
The Fly

Five Below options imply 6.4% move in share price post-earnings

Pre-earnings options volume in Five Below is 3.9x normal with puts leading calls 3:2. Implied volatility suggests the market is anticipating a move near 6.4%, or $11.82, after results are released. Median move over the past eight quarters is 6.4%.

Don't Miss our Black Friday Offers:

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

See the top stocks recommended by analysts >>

Read More on FIVE:

Looking for investment ideas? Subscribe to our Smart Investor newsletter for weekly expert stock picks!
Get real-time notifications on news & analysis, curated for your stock watchlist. Download the TipRanks app today! Get the App