Next Week in Weeklys – 3/14/2014

There were five additions to the Weeklys list which is the most activity we have seen in some time which takes the total number of stocks with short dated options up to about 266.  Plug Power (PLUG) was one of those stocks that I kept expecting to show up and it has happened.  Stocks that have above average volatility, like PLUG, seem to eventually attract enough demand that short dated options end up being listed. New Weeklys

We are past earnings season for the fourth quarter of 2013 and earnings season for companies that report shortly after the end of the calendar quarter is still a few weeks away.  However, there are some high profile stocks that report earnings this week.  As always this table is based on twelve quarters of history and the abs avg column is the average price move off earnings (higher or lower).   We will check in next week as reporting gets closer to see what the option market is expecting versus history.

Earnings

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Russell Rhoads, CFA

CBOE Options Institute

Russell Rhoads, CFA, is a Senior Instructor with the Options Institute at the Chicago Board Options Exchange. He joined the Institute in 2008 after a career as an investment analyst and trader with a variety of firms including Highland Capital Management, Caldwell & Orkin Investment Counsel, TradeLink Securities and…

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