Pre-earnings options volume in Gevo (GEVO) is normal with calls leading puts 11:1. Implied volatility suggests the market is anticipating a move near 12.5%, or 16c, after results are released. Median move over the past eight quarters is 3.0%.
Pre-earnings options volume in Gevo (GEVO) is normal with calls leading puts 11:1. Implied volatility suggests the market is anticipating a move near 12.5%, or 16c, after results are released. Median move over the past eight quarters is 3.0%.