$BABA Archives - Cboe Blogs

  • Market News | Trader Talk | Jan 19, 2017, 4:32 PM

    Earnings Week of 1/23 - 1/27

    Earnings Week of 1/23 - 1/27

    Earnings season is in full swing this week with something for everyone on the list below.  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.

  • Trader Talk | Trade Ideas | Oct 26, 2015, 2:13 PM

    Earnings This Week - 10/26 - 10/30

    Earnings This Week - 10/26 - 10/30

    Due to travel this blog is going up a little late, apologies all around.  All the numbers below represent 3 years of data, except for those in italics (TWTR, BABA, and GPRO).    

  • VIX | Blogging Options | Trader Talk | May 7, 2015, 12:17 PM

    CBOE Mid-Day Update 5.7.15

    CBOE Mid-Day Update 5.7.15

    Volatility as an asset class Alibaba (BABA) is recently up $5.57 to $85.59 after reporting quarterly results and new CEO.  May call option implied volatility is at 31, June is at 27, July is at 26; compared to its 26-week average of 34. Priceline.com (PCLN) is recently down $42.15 to $1,222.07 on below consensus Q2 outlook on currency and growth conservatism. May call option implied volatility is at 24, June is at 23, July is at 22; compared to its 26-week average of 32. TripAdvisor (TRIP) is[...]

  • Market News | VIX | Blogging Options | Trader Talk | May 7, 2015, 8:07 AM

    Blogging Options: CBOE Morning Update 5.7.15

    Blogging Options: CBOE Morning Update 5.7.15

    Stock valuations are "generally quite high".  In a redux of "irrational exuberance", Chairperson Yellon stopped yesterday's market bounce, giving investors and traders an excuse for profit taking.  Earnings take charge again this morning, including BABA up $8, PCLN off $40 as both beat street estimates.  Asian shares lower, Europe mixed to lower. 18K VIX Futures in early session after 215K trade yesterday.  UK election today, early results before US close.[...]

  • Market News | VIX | Blogging Options | Trader Talk | Jan 29, 2015, 7:35 AM

    Blogging Options: CBOE Morning Update 1.29.15

    Blogging Options: CBOE Morning Update 1.29.15

    US Stock Futures rallying after a few tough previous sessions.  Weekly Claims dropped sharply to 265K.  Overseas equities lower with FTSE sliding 0.8%.   MCD announces new CEO.  QCOM beats but guides lower.  Jeff Gundlach and Bill Gross with bearish comments.  17.6 mm option contracts yesterday. Volatility as an asset class: Alibaba (BABA) is down $5.45 to $93 in the premarket following Q3 results. January weekly call option implied volatility is at 117, February[...]

  • Market News | Trader Talk | Jan 25, 2015, 3:47 PM

    Next Week in Weeklys - 1/26 - 1/30

    Next Week in Weeklys - 1/26 - 1/30

    I have been putting these posts together for a couple of years now.  Since starting this project, I am pretty certain this is the biggest earnings week for stocks with short dated options.  There are about 70 companies that have Weeklys available reporting their earnings this week.  For those new to all this the table represents the biggest up move (Max), biggest price drop (Min), average move (Abs Avg) and what the stock did in reaction to earnings last quarter.  The historical[...]