Pre-earnings options volume in Ferroglobe is normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 6.5%, or 37c, after results are released. Median move over the past eight quarters is 6.4%.
Pre-earnings options volume in Ferroglobe is normal with calls leading puts 6:1. Implied volatility suggests the market is anticipating a move near 6.5%, or 37c, after results are released. Median move over the past eight quarters is 6.4%.