Pre-earnings options volume in BlackBerry is 1.8x normal with calls leading puts 15:2. Implied volatility suggests the market is anticipating a move near 9.6%, or 21c, after results are released. Median move over the past eight quarters is 7.0%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on BB:
- Options Volatility and Implied Earnings Moves Today, June 26, 2024
- New BlackBerry (TSE:BB) Report Shows Steep Rise in Cyber Attacks
- Options Volatility and Implied Earnings Moves This Week, June 24 – June 27, 2024
- BB Earnings this Week: How Will it Perform?
- Unusually active option classes on open May 16th
