TransMedics Group options imply 19.0% move in share price post-earnings

view original post

Pre-earnings options volume in TransMedics (TMDX) Group is 8.1x normal with calls leading puts 10:7. Implied volatility suggests the market is anticipating a move near 19.0%, or $24.31, after results are released. Median move over the past eight quarters is 17.7%.