Weekend Review of VIX Futures and Options - 3/20 - 3/24

  • Market News | Trader Talk | Jan 19, 2017, 4:32 PM

    Earnings Week of 1/23 - 1/27

    Earnings Week of 1/23 - 1/27

    Earnings season is in full swing this week with something for everyone on the list below.  As always the data below is based on the last three years of earnings results unless the ticker is in italics.  The columns show the biggest rally, biggest drop, average move, and what the stock did last quarter in reaction to earnings.  Finally, double check the earnings dates as not all were confirmed.

  • Market News | Trader Talk | Trade Ideas | Jan 22, 2016, 10:23 AM

    Earnings Week of 1/25 - 1/29

    Earnings Week of 1/25 - 1/29

    Next week is the heaviest part of earnings season as you can see on the table below.  It is a holiday shortened week next week, but there’s plenty going on in the world of earnings as we start to move into the heavier part of earnings season.  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[...]

  • VIX | Blogging Options | Trader Talk | Jan 29, 2015, 1:20 PM

    CBOE Mid-Day Update 1.29.14

    CBOE Mid-Day Update 1.29.14

    Volatility as an asset class Yahoo (YHOO) is recently down $3.25 to $43.20 following Alibaba's (BABA) weak earnings report. January weekly call option implied volatility is at 59, February weekly is at 45, February is at 38, March is at 38; compared to its 26-week average of 38. McDonald's (MCD) is recently up $3.74 to $92.49 after announcing a CEO change. February weekly call option implied volatility is at 20, February is at 18, March is at 17, June at 16; compared to its 26-week average of 18. Ford[...]

  • Market News | Trader Talk | Jan 25, 2015, 3:47 PM

    Next Week in Weeklys - 1/26 - 1/30

    Next Week in Weeklys - 1/26 - 1/30

    I have been putting these posts together for a couple of years now.  Since starting this project, I am pretty certain this is the biggest earnings week for stocks with short dated options.  There are about 70 companies that have Weeklys available reporting their earnings this week.  For those new to all this the table represents the biggest up move (Max), biggest price drop (Min), average move (Abs Avg) and what the stock did in reaction to earnings last quarter.  The historical[...]

  • Market News | Blogging Options | Trader Talk | Dec 5, 2014, 7:57 AM

    Blogging Options: CBOE Morning Update 12.5.14

    Blogging Options: CBOE Morning Update 12.5.14

    Non-Farm Payrolls for November spiked up to a gain of 321K, previous months revised higher by 44K.  Unemployment rare unchanged.  Consensus was a gain of ~225K to 235K.  This was the largest gain in employment since Jan of 2012.  The Participation Rate was unchanged at 62.8%.  Gold off 1%, oil down fractionally. 10-year up to 2.31%. US stock futures keep small gains going into regular session.  Volatility as an asset class: Google (GOOG) is down $5.40 to $531.90 in the[...]