tiprankstipranks

Ford options imply 6.8% move in share price post-earnings

Ford options imply 6.8% move in share price post-earnings

Pre-earnings options volume in Ford (F) is 2.4x normal with calls leading puts 7:5. Implied volatility suggests the market is anticipating a move near 6.8%, or 77c, after results are released. Median move over the past eight quarters is 4.7%.

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

Questions or Comments about the article? Write to editor@tipranks.com