Pre-earnings options volume in AFLAC is 6.8x normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 2.3%, or $1.95, after results are released. Median move over the past eight quarters is 3.5%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
See today’s best-performing stocks on TipRanks >>
Read More on AFL:
