January 27, 2015 by Dan • Commentary

Event:  Apple (AAPL) reports its fiscal Q1 results tonight after the close. The options market is implying about a 5% one day move (and weekly move of about 6%) which is a tad shy of …

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October 20, 2014 by Dan • Commentary

Event:  Apple (AAPL) reports its fiscal Q4 results tonight after the close. The options market is implying about a 3.5% one day move and weekly move of about 4.5%* which is shy of the 4 & …

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July 6, 2011 by CC • Commentary

Dan hinted a little about this in his earlier post on the Nasdaq Composite‘s tendency to overshoot, and I wanted to follow up on it a little bit. One of the reasons you won’t see …

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July 6, 2011 by Dan • Commentary

Investors’ odd obsession with Nasdaq stocks that under/out -perform the SPX has been pronounced in this most recent market cycle as we saw a relatively orderly sell-off from early May to a very sharp V …

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