tiprankstipranks

Victoria’s Secret options imply 14.8% move in share price post-earnings

Pre-earnings options volume in Victoria’s Secret is 3.4x normal with calls leading puts 7:4. Implied volatility suggests the market is anticipating a move near 14.8%, or $3.81, after results are released. Median move over the past eight quarters is 6.6%.

Protect Your Portfolio Against Market Uncertainty

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 VSCO:

Disclaimer & DisclosureReport an Issue