#Earnings Sold to Open $CMI Feb 5th 81.5/98 strangles for 1.05. These are the largest 1-day moves after last 12 reports: Biggest UP move: 6.8% , Biggest DOWN move: -8.7% , Average move: 4.2% . These strikes are 8.9% (puts) and 9.5% (calls) OTM.
#Earnings Sold to Open $CMI Feb 5th 81.5/98 strangles for 1.05. These are the largest 1-day moves after last 12 reports: Biggest UP move: 6.8% , Biggest DOWN move: -8.7% , Average move: 4.2% . These strikes are 8.9% (puts) and 9.5% (calls) OTM.
Options Bistro 