Pre-earnings options volume in International Flavors is 2.1x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 6.0%, or $4.94, after results are released. Median move over the past eight quarters is 5.5%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
See the top stocks recommended by analysts >>
Read More on IFF: