Pre-earnings options volume in PennyMac Mortgage (PMT) is normal with puts leading calls 11:2. Implied volatility suggests the market is anticipating a move near 2.7%, or 32c, after results are released. Median move over the past eight quarters is 4.4%.
Claim 70% Off TipRanks This Holiday Season
- Unlock hedge fund-level data and powerful investing tools for smarter, sharper decisions
- Stay ahead of the market with the latest news and analysis and maximize your portfolio's potential
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on PMT: