Pre-earnings options volume in Immersion is normal with puts leading calls 2:1. Implied volatility suggests the market is anticipating a move near 5.2%, or 55c, after results are released. Median move over the past eight quarters is 7.0%.
Claim 70% Off TipRanks This Holiday Season
- Unlock hedge-fund level data and powerful investing tools for smarter, sharper decisions
- Stay ahead of the market with the latest news and analysis and maximize your portfolio's potential
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on IMMR: