February 5, 2014 by Enis • Commentary

Event:  GM reports its Q4 earnings today after the close.  The options market is implying about a 4% one day move, which is above the 4 quarter average of around 2.5%, but below the 8 quarter …

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January 21, 2014 by Enis • Commentary

Event:  NFLX reports its Q4 earnings tomorrow night after the close.  The options market is implying about a 10.5% one day move, which is below both the 4 qtr avg of about 20% and the 8 …

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