tiprankstipranks
The Fly

Sunrun options imply 10.4% move in share price post-earnings

Sunrun options imply 10.4% move in share price post-earnings

Pre-earnings options volume in Sunrun (RUN) is normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 10.4%, or 86c, after results are released. Median move over the past eight quarters is 10.8%.

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

1