August 7, 2014 by Enis • Commentary

Event:  MELI reports its Q2 earnings today after the close.  The options market is implying about a 8.25% one day move, which is above the 4 quarter average of 7% but below the 8 quarter …

Continue reading
August 4, 2014 by Enis • Commentary

Event:  DIS reports its fiscal Q3 earnings tomorrow after the close.  The options market is implying about a 2.75% one day move, which is above both the 4 quarter average of 2.5% and the 8 quarter average …

Continue reading
July 16, 2014 by Enis • Commentary

Financials were the best performing sector yesterday after two strong earnings reports from JPM and GS.  IWM continues to underperform SPY and QQQ.  Options volumes were higher yesterday compared to the past couple of weeks. …

Continue reading
July 15, 2014 by Dan • Commentary

In prepared comments to Congress this morning, Fed Chair Janet Yellen opined on equity valuations, specifically in certain sectors: “…Valuation metrics in some sectors do appear substantially stretched—particularly those for smaller firms in the social …

Continue reading
November 18, 2013 by Enis • Commentary

Event:  HD reports its fiscal Q3 earnings tomorrow morning before the open.  The options market is implying about a 3.5% one day move, which is slightly above the 4 qtr avg of about 3.25% and …

Continue reading
November 7, 2013 by Enis • Commentary

Event:  DIS reports its fiscal Q4 earnings today after the close.  The options market is implying about a 2.5% one day move, which is slightly above the 4 qtr avg of about 2% and the …

Continue reading