Pre-earnings options volume in Immersion (IMMR) is normal with calls leading puts 19:1. Implied volatility suggests the market is anticipating a move near 5.2%, or 44c, after results are released. Median move over the past eight quarters is 2.0%.
Pre-earnings options volume in Immersion (IMMR) is normal with calls leading puts 19:1. Implied volatility suggests the market is anticipating a move near 5.2%, or 44c, after results are released. Median move over the past eight quarters is 2.0%.