May. 27 at 6:09 PM
$GGAL Grupo Financiero options imply 4.4% move in share price post-earnings
Pre-earnings options volume in Grupo Financiero is normal with calls leading puts 6:5. Implied volatility suggests the market is anticipating a move near 4.4%, or
$2.72, after results are released. Median move over the past eight quarters is 1.9%.