Pre-earnings options volume in Sangamo is 6.2x normal with calls leading puts 13:2. Implied volatility suggests the market is anticipating a move near 23.6%, or 24c, after results are released. Median move over the past eight quarters is 8.2%.
Pre-earnings options volume in Sangamo is 6.2x normal with calls leading puts 13:2. Implied volatility suggests the market is anticipating a move near 23.6%, or 24c, after results are released. Median move over the past eight quarters is 8.2%.