Pre-earnings options volume in Rambus is 2.5x normal with puts leading calls 10:9. Implied volatility suggests the market is anticipating a move near 8.3%, or $5.77, after results are released. Median move over the past eight quarters is 6.1%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
See Insiders’ Hot Stocks on TipRanks >>
Read More on RMBS:
