Pre-earnings options volume in Cal Maine Foods is 1.4x normal with calls leading puts 9:7. Implied volatility suggests the market is anticipating a move near 4.7%, or $3.63, after results are released. Median move over the past eight quarters is 3.4%.
Protect Your Portfolio Against Market Uncertainty
- Discover companies with rock-solid fundamentals in TipRanks' Smart Value Newsletter.
- Receive undervalued stocks, resilient to market uncertainty, delivered straight to your inbox.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on CALM:
- Options Volatility and Implied Earnings Moves Today, October 01, 2024
- Cal-Maine Foods participates in a conference call with Stephens
- Options Volatility and Implied Earnings Moves This Week, September 30 – October 04, 2024
- Is CALM a Buy, Before Earnings?
- Cal-Maine Foods enters strategic investme with Crepini LLC on prepared foods