tiprankstipranks
Advertisement
Advertisement

Snowflake options imply 10.5% move in share price post-earnings

Pre-earnings options volume in Snowflake (SNOW) is 1.3x normal with calls leading puts 3:2. Implied volatility suggests the market is anticipating a move near 10.5%, or $17.83, after results are released. Median move over the past eight quarters is 14.1%.

Claim 55% Off TipRanks

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

Disclaimer & DisclosureReport an Issue

1