Pre-earnings options volume in American Eagle is 1.7x normal with puts leading calls 4:3. Implied volatility suggests the market is anticipating a move near 6.5%, or $1.11, after results are released. Median move over the past eight quarters is 9.0%.
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 AEO:
