tiprankstipranks

iRobot options imply 20.6% move in share price post-earnings

iRobot options imply 20.6% move in share price post-earnings

Pre-earnings options volume in iRobot is normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 20.6%, or $2.49, after results are released. Median move over the past eight quarters is 2.5%.

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 IRBT:

Disclaimer & DisclosureReport an Issue