Snap Inc. options imply 18.9% move in share price post-earnings
The Fly

Snap Inc. options imply 18.9% move in share price post-earnings

Pre-earnings options volume in Snap (SNAP) Inc. is 3.2x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 18.9%, or $2.04, after results are released. Median move over the past eight quarters is 22.0%.

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

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