$USB Archives - Cboe Blogs

  • Market News | Trader Talk | Trade Ideas | Jul 7, 2016, 4:37 PM

    Earnings Next Week - 7/11 - 7/15

    Earnings Next Week - 7/11 - 7/15

    Things start to get interesting as the early reporters give us results for the second quarter beginning next week.  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 to earnings.  

  • Market News | Trader Talk | Strategy | Jan 7, 2016, 9:40 AM

    Earnings Week of 1/11 - 1/15

    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 stock price reaction last quarter.

  • VIX | Blogging Options | Trader Talk | Apr 15, 2015, 12:00 PM

    CBOE Mid-Day Update 4.15.15

    CBOE Mid-Day Update 4.15.15

    Volatility as an asset class Bank of America (BAC) is recently down 19c to $15.64 after reporting Q1 EPS with items 27c, compared to consensus 29c.  April call option implied volatility is at 26, May and June is at 19; compared to its 26-week average of 24. PNC Financial (PNC) is recently down 96c to $92.66 after reporting Q1 revenue fell 1.2%. April call option implied volatility is at 21, May is at 18, August is at 16; compared to its 26-week average of 19. U.S. Bancorp (USB) is recently up[...]