News Headline Summary
Ahead of their earnings report, Mondelez (MDLZ) front month ATM straddle is trading at USD 1.56 and implied vol at 36.86%
- Last quarter, implied vol for the front month straddle rose from 37.77% to 40.11% and the ATM straddle was bought from USD 1.63 to USD 1.69.
- When looking at the price action over the past 7 quarters, the ATM straddle was bought 4 times ahead of all reports.
17:38, 07 Aug 2013 -
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