Pre-earnings options volume in Celestica is 2.5x normal with calls leading puts 8:3. Implied volatility suggests the market is anticipating a move near 8.3%, or $4.46, after results are released. Median move over the past eight quarters is 5.2%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on CLS: