Pre-earnings options volume in Nucor (NUE) is 1.7x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 3.9%, or $6.06, after results are released. Median move over the past eight quarters is 6.9%.
Pre-earnings options volume in Nucor (NUE) is 1.7x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 3.9%, or $6.06, after results are released. Median move over the past eight quarters is 6.9%.