November 27, 2012 by Dan • Commentary

Event: GMCR reports their fiscal Q4 after the close tonight.  The options market is implying about a 20%* move following the report which is shy to the 4 qtr avg move of about 34%. *(I …

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October 2, 2012 by Enis • Commentary

Update, Oct 2nd, 2012, 12:35 PM EDT: In yesterday’s CotD post (copied below), I highlighted the rise of implied volatility in Herbalife heading into the Value Investing Congress, as traders focused on Einhorn potentially revealing …

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June 17, 2012 by Dan • Commentary

Last week was a quiet week for us on the trading front, as we recognized the strong likelihood of a generally favorable outcome from the elections in Greece, we were (and continue to be) less confident that …

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