April 18, 2013 by Dan • Commentary

Event: CMG reports its fiscal Q1 earnings after the close today.  The options are pricing in about a 7.5% move based on the weekly straddle, relative to the 10.75% four quarter average and 7.5% eight quarter …

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February 5, 2013 by Dan • Commentary

Event: CMG reports full Q4 earnings after the close tonight.  The options market is implying about a 6.5%* move vs the 4 qtr avg of about 10%.  The implied move appears light to historical moves …

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