Matt Amberson of ORATS in a Reuters Article The first-quarter earnings season could also ratchet up market turbulence, especially when smaller, more volatile companies report results, said Matt Amberson, principal at ORATS.“We’re not out of the woods from a volatility standpoint,” he said.See the blog and article by April Joyner of Reuters here Already, the earnings moves are greater than the options market elevated expectations for week-one companies, with actual moves coming in at 114% of implied. Most companies' implied earnings moves, that are derived from the options straddle prices, are elevated versus past earnings actual moves. Below, for example, 5 of 7 companies that report today have straddle implied moves greater than past. Abbot (ABT) implied move of $3.65 is almost double its past move average of $1.92.
%% In some cases ,later e announcements=fraud+ SEC may frown on either .LOL...…………………………………………………………………………………………………………………………...