Comments on: Cisco Systems Inc (CSCO) $23.07 +0.22% http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/ Objective Real Time Market Intelligence Wed, 01 Feb 2012 19:24:03 +0000 http://wordpress.org/?v=2.9.2 hourly 1 By: fredruffy http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1843 fredruffy Thu, 04 Feb 2010 14:46:42 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1843 Hi, the implied volatility skew between the front month and the next month (in this case Feb and March) can help gauge the possible earnings move. The options market is efficient a lot of the time and the options prices will take into account the potential for movement around earnings -- create higher implied volatility in the front month. Henry has developed a spread sheet to compute the possible earnings gap move. It works best on very actively traded names like CSCO, AAPL, GOOG, etc. It still has some bugs, but we might make something available for subscribers in the future. good questions. Hi, the implied volatility skew between the front month and the next month (in this case Feb and March) can help gauge the possible earnings move. The options market is efficient a lot of the time and the options prices will take into account the potential for movement around earnings — create higher implied volatility in the front month. Henry has developed a spread sheet to compute the possible earnings gap move. It works best on very actively traded names like CSCO, AAPL, GOOG, etc. It still has some bugs, but we might make something available for subscribers in the future. good questions.

]]> By: 5xBEAR http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1842 5xBEAR Thu, 04 Feb 2010 14:26:53 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1842 i was wondering the same i was wondering the same

]]> By: jlkanders http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1840 jlkanders Thu, 04 Feb 2010 01:30:14 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1840 Fred, great analysis on the potential move for csco. Can you give more detail on "a volatility skew between Feb (30.5) and Mar (26.3) hints at a possible 4.1 percent earnings gap move when Cisco reports after the closing bell." ? I don't understand. Thanks Fred, great analysis on the potential move for csco. Can you give more detail on “a volatility skew between Feb (30.5) and Mar (26.3) hints at a possible 4.1 percent earnings gap move when Cisco reports after the closing bell.” ? I don’t understand. Thanks

]]> By: 5xBEAR http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1839 5xBEAR Wed, 03 Feb 2010 22:19:12 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1839 After Hours High: $ 24.05 Judging on what happens tomorrow I might ditch the 22 put and hold on to the call spread and the 21 put that I sold. As it stands now, I wont start seeing green until 24.29... and I hit max profit at 25.07. 52 week high on CSCO is 25.10, so there might be some resistance up there. After Hours High: $ 24.05

Judging on what happens tomorrow I might ditch the 22 put and hold on to the call spread and the 21 put that I sold. As it stands now, I wont start seeing green until 24.29… and I hit max profit at 25.07. 52 week high on CSCO is 25.10, so there might be some resistance up there.

]]> By: fredruffy http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1838 fredruffy Wed, 03 Feb 2010 22:10:38 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1838 Ran up to $24 on guidance. There's still hope! Ran up to $24 on guidance. There’s still hope!

]]> By: 5xBEAR http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1837 5xBEAR Wed, 03 Feb 2010 21:11:21 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1837 meh... doesn't look like anything spectacular from csco. Don't think i'll get my 6% pop or drop. I'll probably close out my position in the morning. Hopefully Chambers says something great or something stupid on the call and makes the stock move a lot... lol. meh… doesn’t look like anything spectacular from csco. Don’t think i’ll get my 6% pop or drop. I’ll probably close out my position in the morning. Hopefully Chambers says something great or something stupid on the call and makes the stock move a lot… lol.

]]> By: rainman http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1836 rainman Wed, 03 Feb 2010 21:08:27 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1836 Awesome research Fred. $msh has been performing nicely into $csco earnings as well. So bored today ....just filed my lil $rnd call...here's hopin in APR on poor $PFE, but it was ex-divi today sou couldn't resist. Good luck investing everyone.... Awesome research Fred. $msh has been performing nicely into $csco earnings as well.

So bored today ….just filed my lil $rnd call…here’s hopin in APR on poor $PFE, but it was ex-divi today sou couldn’t resist.
Good luck investing everyone….

]]> By: fredruffy http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1835 fredruffy Wed, 03 Feb 2010 20:59:03 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1835 I think the call spread + puts was initiated by a spread seller, put buyer, which would be bearish. Might be a hedge. Sentiment seems mixed to me. I think the call spread + puts was initiated by a spread seller, put buyer, which would be bearish. Might be a hedge. Sentiment seems mixed to me.

]]> By: 5xBEAR http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/comment-page-1/#comment-1834 5xBEAR Wed, 03 Feb 2010 20:56:11 +0000 http://whatstrading.com/2010/02/03/cisco-systems-inc-csco-2307-022/#comment-1834 you catch any big money bearish plays on cisco? you catch any big money bearish plays on cisco?

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