Pre-earnings options volume in Lumentum is 1.5x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 10.4%, or $4.65, after results are released. Median move over the past eight quarters is 5.4%.
Pre-earnings options volume in Lumentum is 1.5x normal with calls leading puts 10:9. Implied volatility suggests the market is anticipating a move near 10.4%, or $4.65, after results are released. Median move over the past eight quarters is 5.4%.