Apr. 24 at 7:33 PM
$SLM Sallie Mae options imply 5.7% move in share price post-earnings
Pre-earnings options volume in Sallie Mae is normal with calls leading puts 19:5. Implied volatility suggests the market is anticipating a move near 5.7%, or
$1.60, after results are released. Median move over the past eight quarters is 2.6%.