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 to earnings. Finally, double check the earnings dates as not all were confirmed.
Greek official says agreement should be worked out by Sunday, EU says “not so fast”. Shanghai Composite off 6.5%, HSI lower by over 2%, giving up gains accrued over last two weeks. Weekly Jobless Claims slightly higher than expected. Housing data later this morning, GDP revisions tomorrow. Two game sevens in NHL semi-finals. Volatility as […]
China growth target reduced overnight (7%, down from 7.5%) puts overseas stocks on the defensive. Dollar higher, European yields falling. Challenger Monthly Jobs Report shower rise in corporate layoffs. Piper downgrades MCD to neutral. Oil gave up overnight gains, metals flat. First day of CBOE’s Risk Management Conference went very well. #CBOERMC for updates. Volatility […]
Volatility as an asset class Costco (COST) is recently up 62c to $143.17 after Goldman Sachs downgraded citing the recent valuation expansion and its belief the retailer’s earnings momentum is close to peaking. January call option implied volatility is at 17, February is at 16, July is at 15; compared to its 26-week average of […]
We are still in a lull period between the brunt of earnings seasons. Despite the short list below, there are some pretty exciting names reporting earnings next week. Radio Shack, which was halted on Tuesday as I gathered this data will be particularly interesting as the rumors continue to swirl around the company’s survivability.
Overseas markets soft this morning, while US futures point to a firm opening. 10-year ~2.355%. ~19,500 VIX Futures trade in early session. Alcoa leads off the Q3 earnings season after the close. FOMC Minutes released mid-day. Tekmira, a pharma stock involved in Ebola trials with active stock activity. Volatility as an asset class: Yum! Brands […]
Volatility as an asset class Costco (COST) is recently up 33c to $118.26 after reporting June SSS roses 6%. July call option implied volatility is at 12, July is at 11, October is at 13; compared to its 26-week average of 17. TRW Automotive (TRW) is recently halted up $6.32 to $97.72 for pending news […]
VXST starts today, scroll down to see a short recap of its capabilities. Overseas markets mixed – oil down and metals higher. Economic data in China and Japan poor, US data mixed. Volatility as an asset class Costco (COST) is up $1.32 to $114.27 in the premarket on light volume, after reporting March total company […]
EU leaves rates unchanged. Crimean Parliament sets date for a referendum on leaving Ukraine and joining Russia, which doesn’t do much to calm situation. Q4 Productivity disappoints at +1.8% (3.2% previous, and +2.2% expected). Initial Claims in line. markets firm after numbers. Volatility as an asset class Costco (COST) is down $3.47 to $113 in […]
There were some slight changes to the list of markets and stocks that have short dated options available. The Wisdom Tree India Earnings Fund ETF (EPI) and Sun Edison Inc (SUNE) joined the list while Vodaphone Group (VOD) was dropped from the list. The earnings list shrunk tremendously with only a handful of companies reporting […]
Volatility as an asset class Costco (COST) is recently up $3.85 to $117.89 after reporting Dec. comparable sales up 3%. January call option implied volatility is at 17, February is at 15, April is at 16; compared to its 26-week average of 18. Pier 1 Imports (PIR) is recently down $2.82 to $20.50 after cutting […]
Budget deal in Congress seems to have been baked into the market, as stock futures little changed. Oil lower, metals mixed. 10-year auction later this morning. Today at 3:30pm Chicago time Russell Rhoads of our Options Institute will have a 30-minute free webcast, the topic is the CBOE Short-Term Volatility Index (VXST) which was introduced […]