August 14, 2013 by Dan • Commentary

Event: CSCO reports their fiscal Q3 earnings tonight after the close.  The options market is implying a one-day move of  ~6.5% vs the 4 quarter average move of ~7% and the 8 quarter average move of ~7.8%. …

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May 13, 2013 by Dan • Commentary

Event: CSCO reports their fiscal Q3 earnings Wednesday May 15th after the close.  The options market is implying about a 4.6%* move vs the 4 qtr avg move of ~6.4% and the 8 qtr avg move …

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February 13, 2013 by Enis • Commentary

Event: WFM reports Q4 earnings tonight after the close.  The options market is implying about a 5.5% move vs the 4 qtr avg move of ~7.5% and the 8 qtr avg move of ~5.75%.  The stock has …

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February 13, 2013 by Dan • Commentary

Event: CSCO reports Q4 earnings tonight after the close.  The options market is implying about a 4.75%* move vs the 4 qtr avg move of ~6.75% and the 8 qtr avg move of ~8.4%. * with the …

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February 6, 2013 by Dan • Commentary

Event: LNKD reports their Q4 earnings tomorrow night after the close.  The options market is implying about a 8%* move vs the 6 qtr avg move of ~8.5% (company has only been public for 6 qtrs). …

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