Pre-earnings options volume in Transocean is normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 7.6%, or 45c, after results are released. Median move over the past eight quarters is 6.1%.
Pre-earnings options volume in Transocean is normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 7.6%, or 45c, after results are released. Median move over the past eight quarters is 6.1%.