April 17, 2013 by Dan • Commentary

Event: GOOG reports its fiscal Q1 earnings after the close tomorrow.  The options are pricing in about a 4.75% move based on the weekly straddle, relative to 5.25% avg. move over the past 4 quarters, and …

Continue reading
April 10, 2013 by Enis • Commentary

Event: BBBY reports its fiscal Q4 earnings after the close today.  The options are pricing in about a 6.5% move based on the weekly straddle, relative to 10.25% avg. move over the past 4 quarters, and …

Continue reading
September 17, 2012 by Enis • Commentary

Event: BBBY reports fiscal Q2 earnings on Wednesday, Sept 19th after the close.  The implied move in the options market is only ~7%  (based on the Sept 70 straddle expiring on Friday),  despite the 17% drop …

Continue reading
June 23, 2011 by Dan • Commentary

The Feds here and abroad are really doing a number on world markets……our late afternoon sell-off came after the Fed Chairman’s statement and Q&A following a 2 day FOMC meeting where they essentially downgraded the …

Continue reading