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 …

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April 11, 2013 by Enis • Commentary

Event: C reports its Q1 earnings before the open on Monday, April 15th.  The options are pricing in about a 3% move, relative to 2.75% avg. move over the past 4 and 8 quarters. Sentiment:  Wall …

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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 …

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April 8, 2013 by Enis • Commentary

Event: JPM reports its Q1 earnings before the open on Friday Apr 12th.  The options are pricing in about a 2.5% move based on the weekly straddle, relative to 2.75% avg. move over the past 4 …

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