tiprankstipranks

Pan American Silver options imply 4.3% move in share price post-earnings

Pan American Silver options imply 4.3% move in share price post-earnings

Pre-earnings options volume in Pan American Silver (PAAS) is normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 4.3%, or $1.04, after results are released. Median move over the past eight quarters is 3.9%.

Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>

Disclaimer & DisclosureReport an Issue