Digital Turbine options imply 20.0% move in share price post-earnings

Pre-earnings options volume in Digital Turbine is 3.1x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 20.0%, or 46c, after results are released. Median move over the past eight quarters is 23.3%.

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

Disclaimer & DisclosureReport an Issue