#Earnings Sold to Open $BABA Jan 29th 59/64/76/81 iron condors for .88. Entered all at once. On last 12 earnings: Biggest UP move: 7.5% , Biggest DOWN move: -8.8% , Average move: 5.9% . These strikes are 9.6% (puts) and 7.3% (calls) OTM.