tiprankstipranks
Trending News
More News >

Diamondback Energy options imply 3.7% move in share price post-earnings

Pre-earnings options volume in Diamondback Energy (FANG) is 1.2x normal with calls leading puts 8:5. Implied volatility suggests the market is anticipating a move near 3.7%, or $4.99, after results are released. Median move over the past eight quarters is 2.2%.

Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>

Disclaimer & DisclosureReport an Issue