$TASR Archives - CBOE Blogs

  • Trader Talk | Trade Ideas | Nov 1, 2015, 5:11 PM

    Earnings Next Week - 11/2 - 11/6

    Earnings Next Week - 11/2 - 11/6

    We have a heavy week again for earnings.  So far my crack staff (me) has only been able to compile numbers for Monday and Tuesday next week.  I'll follow up with the balance of the calendar on Monday to give option traders that like to trade around earnings a little lead time.  As always the numbers below represent the biggest gain, loss, average move (without taking direction into account), and what the stock price reaction was for the previous quarter.  All numbers represent[...]

  • VIX | Blogging Options | Trader Talk | Apr 30, 2015, 11:49 AM

    CBOE Mid-Day Update 4.30.15

    CBOE Mid-Day Update 4.30.15

    Volatility as an asset class TASER (TASR) is recently up $2.60 to $30.71 on better than expected Q1 results, primarily driven by increased TASER X26P and TASER X2 Smart Weapon sales. May call option implied volatility is at 45, June is at 41, September is at 43; compared to its 26-week average of 53. WWE (WWE) is recently down 55c to $13.81 after the entertainment company reported Q1 EPS 13c, compared to consensus 2c.  May call option implied volatility is at 41, June is at 40, July is at 37;[...]