Pre-earnings options volume in Jefferies Financial (JEF) Group is 1.4x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 4.8%, or $2.87, after results are released. Median move over the past eight quarters is 3.3%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on JEF: