Pre-earnings options volume in SunPower is 3.4x normal with calls leading puts 9:5. Implied volatility suggests the market is anticipating a move near 11.1%, or 35c, after results are released. Median move over the past eight quarters is 4.9%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on SPWR: