Tag Archives: C

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Earnings Week of 10/10 – 10/14

Earnings season kicks off this week with AA reporting tomorrow Tuesday before the market opens.  As always the data below is based on the last three years of earnings results unless the ticker is in italics.  The columns show the biggest rally, biggest drop, average move, and what the stock did last quarter in reaction […]






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Earnings Week of 1/11 – 1/15

Next week things start to heat up in the earnings world.  AA reports on Monday which some consider the beginning of earnings season.  INTC and some financials finish out the week.  The numbers below represent three years of stock price reaction history to earnings announcements with the biggest gain, biggest drop, average move (non-directional) and […]






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Earnings Take Center Stage

In my experience option traders fall into one of two distinct camps: single stocks and index/ETFs.  Despite similar contract specifications and pricing models, the mindset required to trade each product type is notably different.  Single stock traders have earnings releases, takeovers, and other company-specific events to worry about, while index traders tend to pay close […]






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CBOE Mid-Day Update 1.15.15

Volatility as an asset class Citi (C) is recently down $1.24 to $47.83 on the money center sees FY15 revenue growth for Citicorp in low to mid-single digit percentage.  January weekly call option implied volatility is at 31, February is at 27, March is at 26; compared to its 26-week average of 22. Lennar (LEN) […]






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Next Week in Weeklys – 1/12 – 1/16

Alcoa reports Monday (1/12) after the close. Despite AA having been removed from the Dow Jones Industrial Average many market observers consider AA’s report to be the beginning of earnings season. Personally I think things get going when all the big financials report which begins Wednesday with JP Morgan Chase (JPM) and Wells Fargo (WFC). The […]






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CBOE Mid-Day Update 12.9.14

Volatility as an asset class Bank of America (BAC) is recently down 32c to $17.34 on the bank sees Q4 sales and trading revenue down linked-quarter, y/y. December call option implied volatility is at 19, January and February is at 20; compared to its 26-week average of 23. Citigroup (C) is recently down $1.19 TO […]






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Blogging Options: CBOE Morning Update 10.14.14

Busy day at CBOE yesterday, as almost 7.5 mm contracts trade.  Volume leaders were SPX and VIX, each exceeding 1 mm contracts with ease.  VIX futures with ~523 k volume came within a whisker of setting a record (~530K).  VIX futures off to a strong start in the early session with volume of 50 K.  […]






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Next Week in Weeklys – 10/13 – 10/17

There were no additions to the Weeklys list this week.  Below is a list of companies with Weeklys reporting earnings next week.  Note the list is pretty long as next week we are getting into third quarter earnings results.   I missed LVS which reports Thursday after the close, but will post those numbers when […]






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Blogging Options: CBOE Morning Update 7.14.14

Polar Vortex returns to Chicago, 65 degrees tomorrow.  “Knee high by the 4th of July” – Corn in southern Wisconsin this weekend was 6′ to 8′ high in some sections.  European shares higher, Gold & Silver off 2%. Q2 earnings reports start arriving this week.  Volatility as an asset class Citigroup (C) is up $1.87 […]






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Blogging Options: CBOE Morning Update 4.14.14

Overseas markets mixed as tensions rise again in Ukraine, Traders talking about story from a Wall St. firm with in-depth report on VIX and market direction. Volatility as an asset class Citigroup (C) is up $1.34 to $47.10 in the premarket after reporting Q1 EPS ex CVA/DVA $1.30, consensus $1.14  April call option implied volatility […]






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Blogging Options: CBOE Morning Update 3.27.14

Q4 GDP grew at a 2.6% clip, above the preliminary 2.4% estimate but below the consensus 2.7% to 2.8%. Q3 was plus 4.1%.  Half full or half empty?  Overseas markets mixed to lower.  Basketball resumes, root for your favorite employees (NLRB prelim ruling says D1 athletes employees – send them 1099’s). Volatility as an asset […]