Tag Archives: NAV

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Earnings Next Week – 6/6 – 6/10

It is a very quiet week for earnings enthusiasts as only three companies with short dated options will be reporting earnings.  As always the data below is based on the last three years of earnings results.  The columns show the biggest rally, biggest drop, average move, and what the stock did last quarter in reaction […]






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Earnings Previews – 12/15 – 12/22

I’ve been remiss at keeping up with earnings and will use a brutal travel schedule as my excuse.  Since there are only two companies reporting next week I’m putting all the earnings for this week and next into a single blog.  The numbers below represent the last three years worth of earnings releases with Max […]






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CBOE Mid-Day Update 3.18.15

Volatility as an asset class Herbalife (HLF) is recently up $3.90 to $38.34 after winning dismissal of class action “pyramid scheme” lawsuit. March call option implied volatility is at 106, April is at 68, May is at 70; compared to its 26-week average of 65. General Mills (GIS) is recently down 45c to $51.60 after […]






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Next Week in Weeklys – 9/1/2014

I’m not sure if there are any new names on the Weeklys list as I wrote this a week before you are reading it.  CBOE is holding the annual European version of our Risk Management Conference so my access to the data needed to produce this blog is a bit limited.  If you want to […]






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Next Week in Weeklys – 6/1/2014

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) […]






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CBOE Mid-day Update 3.5.14

Markets treading water as we head into afternoon trading.  Option volume light. Canadian Solar (CSIQ) is down $4.95 to $38.68 after warning of weather related impacts for the current quarter. March call option implied volatility is at 68, April and July is at 67; compared to its 26-week average of 74. Hovnanian (HOV) is off […]






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Blogging Options: CBOE Morning Update 9.4.13

Volatility as an asset class Ciena (CIEN) is up $2.15 to $22.83 in early trading after telecom-equipment company reported Q3 revenue of $538M, compared to consensus $535M. Overall option implied volatility of 52 is above its 26-week average of 47. H&R Block (HRB) is down $0.93 to $26.12 after the tax-service provider reported a larger […]