I’ve provided a table of upcoming corporate events this week and the magnitude of the weekly move implied by current options prices for each of those stocks. Before we get to that though, I’ve also included a new field related to our proprietary options market analysis in the table called “Options Sentiment”. This is a simplified distillation of some of the metrics our systems provide to us as managers of an event-driven, long-only investment fund at Optimize Advisors*; data gleaned from the options market that we use to trade upcoming events.
