May. 21 at 7:52 PM
$BBAR BBVA Banco Frances options imply 9.4% move in share price post-earnings
Pre-earnings options volume in BBVA Banco Frances is normal with calls leading puts 97:1. Implied volatility suggests the market is anticipating a move near 9.4%, or
$2.07, after results are released. Median move over the past eight quarters is 6.4%.