Pre-earnings options volume in Vertex is normal with calls leading puts 9:7. Implied volatility suggests the market is anticipating a move near 3.9%, or $16.70, after results are released. Median move over the past eight quarters is 3.9%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
See the top stocks recommended by analysts >>
Read More on VRTX: