Pre-earnings options volume in Groupon (GRPN) is 1.9x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 21.8%, or $2.52, after results are released. Median move over the past eight quarters is 16.3%.
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