12.1 million shares in three hours on total daily average volume of just 327k.
Apple (AAPL) – Earnings Preview with a Pattern
Apple earnings are today after the close….options volume is up
Werner (WERN) – Back Spread on Earnings, or Why Selling Earnings Vol Isn't Always a Winner
Pending earnings reports generate increased volatility, but selling earnings vol isn't always a winning strategy.
Quest Diagnostics (DGX) – Earnings Preview, Skew Bend with a Bet
The company has traded over 8,100 options in the first hour and a half on total daily average option volume of just 1,172, and all but 230 contracts have been calls for a 34:1 call:put ratio.
Google (GOOG) – Earnings Preview with Patterns
GOOG habitually has earnings the day of expiration (actually Thursday evening of expiration week). This makes their front month options pure earnings volatility…A very exciting/dangerous/lucrative opportunity.
Ambac (ABK) – What Option Prices Imply About the Stock
Daily 20% price swings aren't unusual for Ambac.
MIR-RRI Merger – How Skew Reveals Risk
News of a merger sends both stocks up, but there is a risk
People's United (PBCT) – Option Trades into Earnings
A large amount of opening trades in PBCT as earnings approach
MDRX – Professional Earnings Trading; Follow Up
Back by popular demand – the second case study on professional earnings vol trading.
King Pharma (KG) – Option Bets Outside of Known News
The company has traded over 6 times total daily average option volume in the first two hours of trading. Zero puts have traded – all 8,700 contracts are calls. What's the story?
Family Dollar (FDO) – Secret Sauce to Professional Trading: Earnings Vol Analysis/Preview
FDO is trading up 6% and earnings are tomorrow before the market opens
Covanta (CVA) – Aggressive Bullish Position Grows
An unusually large number of calls signals an increasing bullish position.
