tiprankstipranks

XP Inc options imply 6.9% move in share price post-earnings

XP Inc options imply 6.9% move in share price post-earnings

Pre-earnings options volume in XP Inc is 3.0x normal with calls leading puts 8:3. Implied volatility suggests the market is anticipating a move near 6.9%, or $1.16, 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>>

Disclaimer & DisclosureReport an Issue