Pre-earnings options volume in KLA-Tencor is 1.9x normal with puts leading calls 7:5. Implied volatility suggests the market is anticipating a move near 5.1%, or $39.14, after results are released. Median move over the past eight quarters is 5.4%.
Pre-earnings options volume in KLA-Tencor is 1.9x normal with puts leading calls 7:5. Implied volatility suggests the market is anticipating a move near 5.1%, or $39.14, after results are released. Median move over the past eight quarters is 5.4%.