Pre-earnings options volume in Chubb is 1.2x normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 2.4%, or $6.17, after results are released. Median move over the past eight quarters is 1.7%.
Pre-earnings options volume in Chubb is 1.2x normal with puts leading calls 8:5. Implied volatility suggests the market is anticipating a move near 2.4%, or $6.17, after results are released. Median move over the past eight quarters is 1.7%.