August 5, 2015 by Dan • Commentary

Event: Tesla (TSLA) reports Q2 results after the close.  The options market is implying about an 8% one day move (or about $21 in either direction), which is very rich to the 4 qtr average …

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November 3, 2014 by Enis • Commentary

Herbalife reports earnings today after the close.  We previewed the earnings event on Friday, with the following conclusion: The earnings event itself is not justifying the elevated vol in the options. Likely the option premium …

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