January 23, 2014 by Enis • Commentary

Event:  MSFT reports its Fiscal Q2 earnings today after the close.  The options market is implying about a 4.75% one day move, which is below the 4 qtr avg of about 5.5% but in line with …

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January 23, 2014 by Enis • Commentary

Event:  ISRG reports its Q4 earnings today after the close.  The options market is implying about a 6% one day move, which is in line with the 4 qtr avg of about 6% and the 8 …

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January 17, 2014 by Enis • Commentary

Event:  DAL reports its Q4 earnings on Tuesday before the open.  The options market is implying about a 5% one day move, which is above both the 4 qtr avg of about 4.5% and the …

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January 16, 2014 by Enis • Commentary

Event:  INTC reports its Q4 earnings tonight after the close.  The options market is implying about a 4% one day move, which is above both the 4 qtr avg of about 2.9% and the 8 …

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January 14, 2014 by Enis • Commentary

Event:  BAC reports its fiscal Q4 earnings tomorrow on Wednesday, January 15th before the open.  The options market is implying about a 3.5% one day move, which is in line with the 4 qtr avg …

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January 13, 2014 by Enis • Commentary

Event:  WFC reports its fiscal Q4 earnings tomorrow on Tuesday, January 14th before the open.  The options market is implying about a 2.75% one day move, which is above both the 4 qtr avg of …

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December 11, 2013 by Enis • Commentary

Event:  LULU reports its fiscal Q3 earnings on Thursday, December 12th before the market open.  The options market is implying about a 7% one day move, which is slightly below the 4 quarter average of …

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November 25, 2013 by Enis • Commentary

Event:  TIF reports its Q3 earnings tomorrow before the open.  The options market is implying about a 6% one day move, which is well above the 4 qtr avg of about 3.25%, and also above …

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November 25, 2013 by Enis • Commentary

Event:  HPQ reports its fiscal Q4 earnings on Tuesday after the close.  The options market is implying about a 7.5% one day move, which is much lower than the 4 qtr avg of about 13.5% …

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November 4, 2013 by Enis • Commentary

Event:  TSLA reports its Q3 earnings on Tuesday after the close.  The options market is implying about a 12% one day move, which is below the 4 quarter average of about 14%, but above the …

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