Pre-earnings options volume in AGNC Investment Corp. is normal with calls leading puts 7:3. Implied volatility suggests the market is anticipating a move near 2.2%, or 22c, after results are released. Median move over the past eight quarters is 1.8%.
Published first on TheFly
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Read More on AGNC:
- AGNC Investment Corp. Announces First Quarter 2023 Financial Results
- AGNC Investment price target lowered to $11 from $12.50 at JPMorgan
- AGNC Upcoming Earnings Report: What to Expect?
- AGNC Investment price target lowered to $11 from $12 at Barclays
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