Derivatives and Quantitative Strategist

Gaudenz Schneider

Financial Economist with over 20 years of investment experience across all asset classes. He has worked as a sell-side derivatives researcher and trader on one of London’s largest trading floors, and as a structurer and portfolio manager for the buy-side in Switzerland. As head of Quantitative Strategy at an Asian WealthTech company, Gaudi and his team designed over 50 distinct investment strategies for institutional clients in Australasia.

Gaudi’s analysis follows a scientific approach based on empirical research and quantitative evidence.

Aussie Banks: Underperformance May Have Further to Run After Rate Hike

CBA (CBA AU): FY 2025 Results Drive Sharp Intraday Moves - Insights for Options Traders

BHP (BHP AU) Annual Results: Options Market Bets on Post-Earnings Upside

Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (11 Aug)

Event-Driven

Commonwealth Bank of Australia / Event-Driven

<ul>
<li>
<a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">CommBank (CBA AU)</a> will announce FY2026 results on 12 August, with options expiring the following day providing direct exposure to the earnings event.</li>
<li>Options pricing implies a reporting-day move above the historical median, while the 11 August RBA decision adds to short-term volatility risk.</li>
<li>Gain insight into CBA’s reporting-day price history, option-implied move, Big Four peer volatility setup, dividend expectations, and index implications ahead of results.</li>
</ul>



CommBank (CBA AU) will announce FY2026 results on 12 August, with options expiring the following day providing direct exposure to the earnings event.
Options pricing implies a reporting-day move above the historical median, while the 11 August RBA decision adds to short-term volatility risk.
Gain insight into CBA’s reporting-day price history, option-implied move, Big Four peer volatility setup, dividend expectations, and index implications ahead of results.


VanEck Vectors Australian Banks ETF (MVB AU)

Commonwealth Bank of Australia (CMWAY US)

CommBank (CBA AU): Expected Move on FY2026 Results and Option Insights