JCP Archives - CBOE Blogs

  • Trader Talk | Trade Ideas | Nov 9, 2015, 8:02 AM

    Earnings Week of 11/9 - 11/13

    Earnings Week of 11/9 - 11/13

    Earnings season is coming to a close, but there are still a few interesting names reporting this week.  The numbers below represent stock price reaction over the last 3 years, unless in italics (W this week).  Max is the biggest up move, Min is the biggest stock drop, Abs Avg is the average move (higher or lower for you straddle traders) off earnings, and Last Q is what happened three months ago.  

  • Blogging Options | Trader Talk | May 14, 2015, 7:59 AM

    Blogging Options: CBOE Morning Update 5.14.15

    Blogging Options: CBOE Morning Update 5.14.15

    April PPI fell 0.4% (+0.1% expected), Core 0ff 0.2%.  Orders for machinery and oil prices major contributors to drop.  Weekly Jobless Claims come in less than anticipated.  Slow news day so far.  May option expiration tomorrow.  Traders talking about $VXTYN lately. Volatility as an asset class: Cisco (CSCO) is down $0.30 to $29.10 in the premarket after reporting Q3 EPS 54c, compared consensus of 53c.  May call option implied volatility is at 69, June is at 25, July[...]