EVENT: AAPL reports fiscal Q4 earnings after the close tomorrow. The options market is implying about a 5.5% move (the at the money straddle is about $33.50 vs the stock at ~$620.50) which is shy …
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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 readingEVENT: 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% …
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