tiprankstipranks
The Fly

Trip.com options imply 6.7% move in share price post-earnings

Trip.com options imply 6.7% move in share price post-earnings

Pre-earnings options volume in Trip.com (TCOM) is 2.9x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 6.7%, or $4.36, after results are released. Median move over the past eight quarters is 4.1%.

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