Pre-earnings options volume in McKesson is 4.0x normal with puts leading calls 7:6. Implied volatility suggests the market is anticipating a move near 3.9%, or $20.15, after results are released. Median move over the past eight quarters is 3.4%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
See today’s best-performing stocks on TipRanks >>
Read More on MCK: