Pre-earnings options volume in E.l.f. Beauty is 2.0x normal with calls leading puts 5:3. Implied volatility suggests the market is anticipating a move near 13.8%, or $14.23, after results are released. Median move over the past eight quarters is 14.7%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on ELF: