October 30, 2014 by Dan • Commentary

Event: LinkedIn (LNKD) reports Q3 results after the close tonight.  The options market is implying about a 9% one day move in either direction, which is essentially inline with the 4 qtr average of about 9%, …

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January 16, 2014 by Dan • Commentary

Event:  AXP reports their Q4 results tomorrow before the open, the options market is implying a one day move of about 2.6% which is essentially inline with the 4 qtr average move of about 2.7% …

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July 18, 2013 by Dan • Commentary

Event:  MSFT reports their fiscal Q4 earnings tonight after the close.  The options market is implying about a 3.3% move for the event, which is rich to the 4 qtr average of 2.25% and the …

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January 23, 2013 by Dan • Commentary

Event: NFLX reports Q4 earnings tonight after the close, the options market is implying about a 12.15% move which is light to the 4 qtr avg move of ~18% and the 8 qtr avg move …

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