Tag Archives: JPM

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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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Blogging Options: CBOE Morning Update 4.14.15

Q1 earnings started hitting the tape before the open.  JPM up ~$1 on a beat, WFC also reports but earnings didn’t hit whisper number.  March Retail Sales up 0.9%, but below 1.1% consensus (X-Auto up 0.4%, +0.7% anticipated).  10-year drops to 1.88%, Crude up ~1%. Last day to trade April VIX, settles tomorrow AM.  Volatility […]






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CBOE Mid-Day Update 4.13.15

Volatility as an asset class JP Morgan (JPM) is recently up 43c to $62.13 into the expected release of Q1 results on April 14.  April call option implied volatility is at 29, May is at 18, June and September is at 17; compared to its 26-week average of 20. Wells Fargo (WFC) is recently up […]






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CBOE Mid-Day Update 4.7.15

Volatility as an asset class JPMorgan (JPM) is recently up 63c to $61.10 after being upgraded to Outperform from Market Perform at Bernstein. April call option implied volatility is at 23, May is at 18, June is at 17, September is at 18; compared to its 26-week average of 20. Carnival (CCL) is recently up […]






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CBOE Mid-Day Update 1.14.15

Volatility as an asset class JPMorgan (JPM) is down $2.54 to $56.29 after reporting Q4 EPS $1.19, consensus $1.31. January call option implied volatility is at 29, February is at 24, April is at 23, June is at 22; compared to its 26-week average of 19. Wells Fargo (WFC) is off 79c to $51.06 after […]






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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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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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Blogging Options: CBOE Morning Update 7.15.14

Asian stocks higher, European shares and oil lower. Retail Sales grew at a very modest 0.2% (+0.5% to 0.6% expected).  Bonds flat.  Earnings look slightly better than consensus so far.  Watching last nights Home Run Derby I thought a soccer game broke out.  70 degrees in Chicago today – we’ll take it. Volatility as an […]






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Blogging Options: CBOE Morning Update 4.11

Opening Day in VXST options went well yesterday with over 3,000 contracts trading.  March PPI rose an unexpected  0.5% (flat to up 0.1% expected).  Core Rate (X-Food & Energy) up 0.6%, highest reading in 3 years.  Overseas stocks follow US markets lower overnight, NIKKEI & DAX drop ~2%.  U of M later this morning. Wells […]