Recent Unusual Activity

CSCO reports their fiscal Q3 tonight after the close (read our preview from yesterday below), the options market is implying about a 6% move this afternoon, vs the avg over the last 4 qtrs of about 7%. …

Event:  CSCO reports Q3 earnings Tuesday, November 13th after the market close.  The options market is implying about a 6.5% move on earnings, which is quite low relative to the 8-quarter average of 10%, but …