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.
Volatility as an asset class Market-Vector Russia ETF Trust (RSX) is recently down 73c to $24.39 as the Ukraine conflict worsens. September weekly call option implied volatility is at 27, September and October is at 28, November is at 26; compared to its 26-week average of 25. GoPro (GPRO) is recently $2.22 to $47.73, near […]
Volatility as an asset class Manitowoc (MTW) is recently up $2.57 to $32.27 after Relational Investors took an 8.52% stake in the company and urged for a spin-off of its food business. July call option implied volatility of 26, August is at 34, September is at 33; compared to its 26-week average of 34. Caesars […]
There were a few additions to the Weeklys list this past week with all new series being associated with stocks. AstraZeneca PLC (AZN) is an interested addition as the stock now has short dated options after a merger with Pfizer (PFE) seems to be a no go. DirecTV (DTV) is being courted by AT&T (T) […]
Volatility as an asset class Amazon.com (AMZN) is up $4.51 to $375.05 after raising the price on Prime membership for existing members to $99. March call option implied volatility is at 24, April is at 25, May is at 33, July is at 28; compared to its 26-week average of 28. Dollar General (DG) is […]
Volatility as an asset class Dollar General (DG) is down $3.50to $50.05 in the premarket after the discount retailer lowered guidance for the year. June call option implied volatility is at 32, July is at 28, August is at 25; compared to its 26-week average of 27. General Motors (GM) is up 93c to $35.35 […]
Volatility as an asset class Dell (DELL) is up 44c to $14.50 in the premarket after the Board of Dell announced that the “go-shop” period provided for between the company and entities owned by Michael Dell and investment funds affiliated with Silver Lake Partners, has elicited two alternative acquisition proposals. One proposal was submitted by […]