October 15, 2014 by Enis • Commentary

Event:  EBAY reports its Q3 earnings today after the close.  The options market is implying about a 4% one day move, which is slightly above the 4 qtr avg of about 2.75%, and in line with the …

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October 14, 2014 by Enis • Commentary

Event:  INTC reports its Q3 earnings today .  The options market is implying about a 6% one day move, which is slightly above both the 4 qtr avg of about 3.5%, and the 8 qtr avg of …

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October 8, 2014 by Enis • Commentary

Event:  PEP reports its Q3 earnings tomorrow morning before the open.  The options market is implying about a 2% one day move, which is slightly above both the 4 qtr avg of about 1.75%, and …

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October 8, 2014 by Enis • Commentary

Event:  AA reports its Q3 earnings today after the close.  The options market is implying about a 5% one day move, which is slightly above the 4 qtr avg of about 4.25%, and well above …

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August 19, 2014 by Enis • Commentary

Event:  HPQ reports its fiscal Q3 earnings on Wednesday after the close.  The options market is implying about a 5% one day move, which is quite a bit lower than the 4 qtr avg of …

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August 18, 2014 by Enis • Commentary

Event:  HD reports its fiscal Q2 earnings tomorrow morning before the open.  The options market is implying about a 2.5% one day move, which is slightly above the 4 qtr avg of about 2%, but …

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August 12, 2014 by Enis • Commentary

Event:  CSCO reports its fiscal Q4 earnings tomorrow after the close.  The options market is implying about a 5% move, which is below both the 4 quarter and 8 quarter average move of about 6.75%. Sentiment:  Wall Street …

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August 7, 2014 by Enis • Commentary

Event:  MELI reports its Q2 earnings today after the close.  The options market is implying about a 8.25% one day move, which is above the 4 quarter average of 7% but below the 8 quarter …

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