November 12, 2012 by Enis • Commentary

Event:  CSCO reports Q3 earnings Tuesday, November 13th after the market close.  The options market is implying about a 6.5% move on earnings, which is quite low relative to the 8-quarter average of 10%, but …

Continue reading
August 7, 2012 by Enis • Commentary

Event: PCLN reports fiscal Q2 earnings tonight after the close.  The options market is implying about a 7% move, vs. the 4 qtr avg move of 7.5% and the 8 qtr avg move of about 9%. …

Continue reading