October 23, 2012 by Dan • Commentary

EVENT: VMW reports Q3 tonight after the close. The options market is implying about a 6.5% move vs the 4 qtr avg move of ~4.6% and the 8 qtr avg move of ~5.4%.  

Continue reading
October 22, 2012 by Dan • Commentary

EVENT:  YHOO reports Q3 earnings after the close tonight.  The options market is implying about a 2.5% move on earnings which is a tad higher than the trailing 4 qtr avg move of about 1.9% …

Continue reading