March 19, 2013 by Dan • Commentary

EVENT:  ADBE will report their fiscal Q1 earnings report tonight after the close, the options market is implying about a 4.5% move vs the 4 qtr avg of about the same.  

Continue reading
January 16, 2013 by Dan • Commentary

EVENT: INTC reports their fiscal Q1 tomorrow after the close.  The options market is implying about a  4.2% move following the print vs the 4 qtr avg of ~2.65% and the 8 qtr avg of ~3%. SENTIMENT: …

Continue reading
October 23, 2012 by Dan • Commentary

EVENT: VMW reports Q3 tonight after the close. The options market is implying about a 6.5% move vs the 4 qtr avg move of ~4.6% and the 8 qtr avg move of ~5.4%.  

Continue reading
October 22, 2012 by Dan • Commentary

EVENT:  YHOO reports Q3 earnings after the close tonight.  The options market is implying about a 2.5% move on earnings which is a tad higher than the trailing 4 qtr avg move of about 1.9% …

Continue reading