Pre-earnings options volume in Five Below (FIVE) is 1.9x normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 11.3%, or $11.70, after results are released. Median move over the past eight quarters is 6.9%.
Claim 30% Off TipRanks
- Unlock hedge fund-level data and powerful investing tools for smarter, sharper decisions
- Discover top-performing stock ideas and upgrade to a portfolio of market leaders with Smart Investor Picks
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on FIVE:
- Notable companies reporting after market close
- Options Volatility and Implied Earnings Moves Today, December 04, 2024
- Options Volatility and Implied Earnings Moves This Week, December 02 – December 05, 2024
- Five Below price target raised to $96 from $85 at Citi
- FIVE Earnings this Week: How Will it Perform?