Pre-earnings options volume in Genworth (GNW) is 1.2x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 5.3%, or 39c, after results are released. Median move over the past eight quarters is 3.4%.
Pre-earnings options volume in Genworth (GNW) is 1.2x normal with calls leading puts 3:1. Implied volatility suggests the market is anticipating a move near 5.3%, or 39c, after results are released. Median move over the past eight quarters is 3.4%.