Pre-earnings options volume in Sallie Mae is 4.6x normal with puts leading calls 20:1. Implied volatility suggests the market is anticipating a move near 3.9%, or $1.16, after results are released. Median move over the past eight quarters is 3.0%.
Pre-earnings options volume in Sallie Mae is 4.6x normal with puts leading calls 20:1. Implied volatility suggests the market is anticipating a move near 3.9%, or $1.16, after results are released. Median move over the past eight quarters is 3.0%.
