Pre-earnings options volume in Vista Oil & Gas SAB de CV is 1.4x normal with calls leading puts 7:1. Implied volatility suggests the market is anticipating a move near 5.2%, or $1.43, after results are released. Median move over the past eight quarters is 4.2%.
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>