Pre-earnings options volume in Clorox is 3.0x normal with puts leading calls 5:1. Implied volatility suggests the market is anticipating a move near 4.7%, or $6.97, after results are released. Median move over the past eight quarters is 5.9%.
Pre-earnings options volume in Clorox is 3.0x normal with puts leading calls 5:1. Implied volatility suggests the market is anticipating a move near 4.7%, or $6.97, after results are released. Median move over the past eight quarters is 5.9%.