Pre-earnings options volume in ProShares Morningstar Alternatives Solution ETF is 6.8x normal with calls leading puts 29:1. Implied volatility suggests the market is anticipating a move near 15.0%, or 0c, after results are released. Median move over the past eight quarters is 5.9%.
Claim 55% Off TipRanks
- Unlock hedge fund-level data and powerful investing tools for smarter, sharper decisions
- Discover top-performing stock ideas and upgrade to a portfolio of market leaders with Smart Investor Picks
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on ALTS:
- Trump Trade: DOJ using False Claims Act to probe DEI hiring
- Trump-tied crypto firm hires auditor with lapsed license, FT reports
- ProShares Morningstar Alternatives Solution ETF options imply 9.7% move in share price post-earnings
- ProShares Morningstar Alternatives Solution ETF options imply 23.8% move in share price post-earnings
- ALT5 Sigma CEO Departure and Transition Agreement