Event: YHOO reports Q3 earnings tomorrow, Oct 21st after the close. The options market is implying about a 5.25% one day move, which is in line with the 4 qtr avg move of 5.25%, and the 8 qtr avg of …
Continue readingVolatility Snapshot
Event: CMG reports its Q3 results tonight after the close, and the options market is implying about a 7.5% one day move. Over the last 4 qtrs, the avg one day move has been about …
Continue reading
Event: GOOG reports Q3 earnings today after the close. The options market is implying about a 6.5% move, which is in line with the 4 qtr avg move of 6.5%, and the 8 qtr avg of about …
Continue reading
Event: GOOG reports Q1 earnings tomorrow after the close. The options market is implying about a 4.25% move, which is below the 4 qtr avg move of 5.75%, and the 8 qtr avg of about 5.25%. Sentiment: …
Continue reading
Event: INTC reports Q2 earnings today after the close. The options market is implying about a 3% move, which is slightly above both the 4 qtr avg move of 2.5%, and the 8 qtr avg …
Continue reading
Event: YHOO reports Q2 earnings today after the close. The options market is implying about a 4.5% move, which is below the 4 qtr avg move of 6.5%, and in line with the 8 qtr …
Continue reading
Event: JPM reports its Q2 earnings Tuesday before the open. The options market is implying about a 2% one day move, which is above both the 4 quarter average of 1% and the 8 quarter average of …
Continue reading
Event: GS reports its Q1 earnings Tuesday before the open. The options market is implying about a 2.25% one day move, which is slightly above both the 4 quarter average of 1.5% and the 8 …
Continue reading
Event: WFC reports Q2 earnings tomorrow before the open. The options market is implying about a 2% move, which is higher than both the 4 qtr avg move of 0.75% and the 8 qtr avg …
Continue reading
Event: Wednesday after the close, CSCO will report its fiscal Q3 results. The options market is implying about a 4% one day move, which is well shy of the avg of the last 4 qtrs …
Continue reading