Aehr Test Systems options imply 16.2% move in share price post-earnings

Pre-earnings options volume in Aehr Test Systems (AEHR) is 2.4x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 16.2%, or $2.52, after results are released. Median move over the past eight quarters is 17.5%.

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

Disclaimer & DisclosureReport an Issue