tiprankstipranks
Advertisement
Advertisement

Intel options imply 8.6% move in share price post-earnings

Pre-earnings options volume in Intel (INTC) is 1.2x normal with calls leading puts 8:3. Implied volatility suggests the market is anticipating a move near 8.6%, or $1.71, after results are released. Median move over the past eight quarters is 8.5%.

Claim 30% Off TipRanks

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

Disclaimer & DisclosureReport an Issue

1