Pre-earnings options volume in KLA-Tencor is 3.5x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 4.1%, or $26.54, 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 KLAC:
- KLAC Earnings Report this Week: Is It a Buy, Ahead of Earnings?
- KLA Corp. initiated with a Neutral at Cantor Fitzgerald
- Early notable gainers among liquid option names on January 18th
- KLA Corp. price target raised to $625 from $535 at Stifel
- KLA Corp. price target raised to $500 from $425 at Barclays
