PEP Archives - CBOE Blogs

  • Market News | Trade Ideas | Jul 5, 2016, 11:59 AM

    Earnings Week of 7/5/2016 - 7/8/2016

    Earnings Week of 7/5/2016 - 7/8/2016

    This is the last of the lull weeks with only two companies reporting earnings that have short dated options available for trading.  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 | Trade Ideas | Oct 2, 2015, 12:34 PM

    Earnings Next Week - 10/5 - 10/9

    Earnings Next Week - 10/5 - 10/9

    Of the companies reporting next week my favorite to watch is YUM! Brands (YUM).  About half their sales come from China and in my mind this is one of the best ways to get an idea what is going on in that part of the world.  As always the numbers represent the last 12 earnings announcements.

  • Market News | Jul 2, 2015, 11:56 PM

    Earnings Next Week - 7/6 - 7/10

    Earnings Next Week - 7/6 - 7/10

    Alcoa kicks things off, but it is still a pretty light week.  We won't have to wait for long as the earnings floodgates always open just after AA's numbers come out.  Three years of earnings history reaction for the three stocks reporting next week -

  • VIX | Blogging Options | Trader Talk | Apr 23, 2015, 12:24 PM

    CBOE Mid-Day Update 4.23.15

    CBOE Mid-Day Update 4.23.15

    Volatility as an asset class PepsiCo (PEP) is recently down 94c to $96.34 on solid Q1 results and sees FY15 organic revenue growth in mid-single digits. May weekly call option implied volatility is at 15, June is at 13, July is at 12; compared to its 26-week average of 18. Caterpillar (CAT) is recently down 45c to $84.40 after raising its profit outlook for the year after reporting better than expected Q1 results. May weekly call option implied volatility is at 21, May is at 18, June is at 18, August[...]