September 15, 2014 by Enis • Commentary

Event:  ADBE reports its fiscal Q3 earnings on Tuesday, Sept 16th after the market close.  The options market is implying about a 5.25% one day move, which is below both the 4 quarter average of about …

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June 16, 2014 by Enis • Commentary

Event:  ADBE reports its fiscal Q2 earnings on Tuesday, June 17th after the market close.  The options market is implying about a 5% one day move, which is below both the 4 quarter average of about …

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December 11, 2013 by Enis • Commentary

Event:  LULU reports its fiscal Q3 earnings on Thursday, December 12th before the market open.  The options market is implying about a 7% one day move, which is slightly below the 4 quarter average of …

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December 11, 2013 by Enis • Commentary

Event:  ADBE reports its fiscal Q4 earnings on Thursday, December 12th after the market close.  The options market is implying about a 5.5% one day move, which is below the 4 quarter average of about …

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January 24, 2013 by Dan • Commentary

Event: MSFT reports their fiscal Q2 earnings today after the close.  The options market is implying a 3.2%*, shy of the 4 quarter averaged of 3.7%, but essentially in line with the 8 quarter average of …

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January 16, 2013 by Dan • Commentary

EVENT: INTC reports their fiscal Q1 tomorrow after the close.  The options market is implying about a  4.2% move following the print vs the 4 qtr avg of ~2.65% and the 8 qtr avg of ~3%. SENTIMENT: …

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