Pre-earnings options volume in Ambac Financial (AMBC) is 1.1x normal with calls leading puts 168:1. Implied volatility suggests the market is anticipating a move near 12.7%, or $1.06, after results are released. Median move over the past eight quarters is 8.8%.
Confident Investing Starts Here:
- Easily unpack a company's performance with TipRanks' new KPI Data for smart investment decisions
- Receive undervalued, market resilient stocks right to your inbox with TipRanks' Smart Value Newsletter
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on AMBC:
Looking for a trading platform? Check out TipRanks' Best Online Brokers , and find the ideal broker for your trades.
Report an Issue