$EXPE Archives - CBOE Blogs

  • Trader Talk | Trade Ideas | Feb 4, 2016, 5:03 PM

    Earnings Next Week - 2/8 - 2/12

    Earnings Next Week - 2/8 - 2/12

    Earnings season is approaching the end of the heavy period, but there are plenty of companies left to report.  The numbers below represent three years of history with a couple of exceptions which have not been around long enough to provide a full three years of history.  In those cases the data appears in italics.   After the ticker the columns show the biggest gain, biggest drop, average move (non-directional) and stock price reaction last quarter.

  • VIX | Blogging Options | Trader Talk | Feb 6, 2015, 12:03 PM

    CBOE Mid-Day Update 2.6.15

    CBOE Mid-Day Update 2.6.15

    Volatility as an asset class Pandora (P) is recently down $3.29 to $15.12 on a Q4 revenue miss on weakness in several ad verticals and weaker than expected listener hours. February call option implied volatility is at 56, March is at 54, June is at 53; compared to its 26-week average of 62. Expedia (EXPE) is recently down $9.85 to $78.15 on the Q4 miss driven by FX headwinds, rate pressure, and increasing losses in China. February call option implied volatility is at 35, March is at 31, April is[...]