US Steel options imply 3.7% move in share price post-earnings
The Fly

US Steel options imply 3.7% move in share price post-earnings

Pre-earnings options volume in US Steel is normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 3.7%, or $1.45, after results are released. Median move over the past eight quarters is 2.2%.

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