tiprankstipranks
Immersion options imply 7.2% move in share price post-earnings
The Fly

Immersion options imply 7.2% move in share price post-earnings

Pre-earnings options volume in Immersion is normal with calls leading puts 38:1. Implied volatility suggests the market is anticipating a move near 7.2%, or 77c, after results are released. Median move over the past eight quarters is 5.0%.

Don't Miss our Black Friday Offers:

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

Looking for investment ideas? Subscribe to our Smart Investor newsletter for weekly expert stock picks!
Get real-time notifications on news & analysis, curated for your stock watchlist. Download the TipRanks app today! Get the App