Expected moves for AAPL, GOOGL, AMZN, MSFT, FB

by cclagator

7 day expected move comparison of the big tech names set to report next week. Kind of huddling in the 4-6% range with the bigger moves expected in Amazon and Facebook and the smallest in Microsoft. None are crazy, even with the VIX near 30. Market vol is pumped because of election/stimulus etc, not because the market is whipping around too much (iow realized vol is lower than implied right now). Stocks generally stay at or inside their expected move about 70% of the time, with the other 30% often having large moves outside (an argument for defining risk to make the math work).

In the calendar below the charts show the current bullish/bearish consensus based on today’s price, those levels will change depending on where the stock is into the event:

i.redd.it/b7nz0x7ewvu51.gif

preview.redd.it/x8pg5e2jwvu51.png?width=691&format=png&auto=webp&s=b6f83e755ba227e7a9c566b63dbe69757a68b295

Monday October 26th – 4:05pm – GOOGL chart

Tuesday Oct 27th – 4:10pm – MSFT chart

Thursday Oct 29th – 4:05pm – FB chart

Thursday Oct 29th – 4:05pm – AMZN chart

Thursday Oct 29th – 4:30pm – AAPL chart

 

Disclaimer: This information is only for educational purposes. Do not make any investment decisions based on the information in this article. Do you own due diligence or consult your financial professional before making any investment decision.