Pre-earnings options volume in Caesars is 2.3x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 5.8%, or $2.13, after results are released. Median move over the past eight quarters is 1.3%.
Pre-earnings options volume in Caesars is 2.3x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 5.8%, or $2.13, after results are released. Median move over the past eight quarters is 1.3%.