November 5, 2014 by Dan • Commentary

Earlier we previewed Tesla’s Q3 earnings event (below).  Given the stock’s recent realized volatility, the implied move in the options market of about 8.5%, which is shy of the 4 quarter average of around 9.75% and the …

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November 5, 2014 by Enis • Commentary

Event:  TSLA reports its Q3 earnings today after the close.  The options market is implying a 8.5% move for the event, lower than both the 4 quarter average of around 9.75% and the 8 quarter average …

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November 3, 2014 by Enis • Commentary

Event:  PCLN reports its Q3 earnings tomorrow morning, Tuesday, Nov 4th, before the open.  The options market is implying about a 4.5% one day move, which is above both the 4 quarter average of 3% and the …

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August 21, 2014 by Enis • Commentary

Earlier we previewed CRM’s Q2 earnings due out after the bell (below).  I concluded: As for the set up into the quarter, the stock’s underperformance over the last few months is probably the most important …

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August 21, 2014 by Enis • Commentary

Event:  CRM reports its Q2 earnings today after the close.  The options market is implying about a 6% one day move, which is slightly below both the 4 quarter average of 7.25% and the 8 quarter average …

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July 30, 2014 by Enis • Commentary

Event:  TSLA reports its Q2 earnings on Thursday after the close.  The options market is implying a 8% move for the event, lower than both the 4 quarter average of around 12% and the 8 quarter …

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May 7, 2014 by Enis • Commentary

Event:  TSLA reports its Q1 earnings today after the close.  The options market is implying about a 10% one day move, which is slightly below the 4 quarter average of 15.5%, but above the 8 …

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February 26, 2014 by Enis • Commentary

Event:  CRM reports its Q4 earnings tomorrow, Feb. 27th, after the close.  The options market is implying about a 7.25% one day move, which is slightly below the 4 quarter average of 7.75%, but in …

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