Event: EXPE reports Q4 earnings today after the close. The implied one day move in the options market is about 14% (the Feb07 weekly at the money straddle (call plus the put) is offered at …
Continue readingOption Open Interest
Event: HD reports their fiscal Q2 earnings tomorrow morning prior to the open. The options market is implying about a 3.5% move vs the 4 qtr average of 3.75%, and the 8 qtr average of a …
Continue readingEvent: DE reports their fiscal Q2 earnings tomorrow morning prior to the open. The options market is implying about a 3.75% move vs the 4 qtr average of a bit higher than 4%. Sentiment: Wall …
Continue readingAfter taking a close look at DIS’s set up into earnings tonight (preview below) we identified a few trades that we liked, but we didn’t pull the trigger. Our thinking is that DIS is likely …
Continue readingEvent: DIS reports their fiscal Q1 earnings tonight after the close, the options market is implying about a 3.7% move vs the 4 qtr avg move of ~2.4% and the 8 qtr avg move of …
Continue reading