BP Prudhoe Bay options imply 5.5% move in share price post-earnings – TipRanks Financial Blog

Pre-earnings options volume in BP Prudhoe Bay is normal with calls leading puts 19:5. Implied volatility suggests the market is anticipating a move near 5.5%, or 45c, after results are released. Median move over the past eight quarters is 6.2%.

Published first on TheFly

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