#Earnings Sold to Open $BBY Nov 20th 27 puts for .30 and .32. Scaling in to full position as stock drops off its highs. Next order is in for .34. Not enough premium in calls to make a strangle.

Over last 12 earnings reports: Biggest UP move: 13.2% , Biggest DOWN move: -13.0% , Average move: 6.9% . This trade is 13.3% OTM.