Special Reports

There is elevated option volume in several of the companies reporting tonight after the close and tomorrow before the open. Although the activity can't be considered a "crystal ball" for the numbers, it can indicate the tone from an options market perspective which may not be evident in the stock itself. Ticker Today's Options Volume Volume as % of Average: Call Volume Put Volume Today P/C Implied Volatility Implied vs Historical (% difference): 1-day event vol*: Companies Reporting Tomorrow Before The Open KR 6,42159% 4,4981,923 0.4332.9% 114%7.8% SIG 1,065 64% 507 558 1.10 61.4% 70% 14.0% CAL 716263% 66254 0.0853.7% 15%13.5% *The 1-day event volatility is the 1-day, 1-standard deviation move based on the implied 1-day event volatility. Based on current options prices, the underlying stock is expected to remain within a +/- 1 standard deviation range, about 2/3 of the time, and within a +/- 2 standard deviation range about 95% of the time.- Carmine Atteo The...