#Earnings A bit of a crazy fill I got on this.
Sold to Open $EQIX Feb 19th 240/260/320/340 iron condors for 1.80. The long strikes are illiquid, so the fills were at the ask where there is no current bid, as follows:
240 long put 1.57
260 short put -2.61
320 short call -3.77
340 long call 3.01
If I try to sell the 320 naked, even at 3.20 I get no fill; so the 3.77 is due to the spread only. If you’re interested, might be worth watching during the day. But the short strikes are outside normal earnings moves. I added longs due to market environment and recent slaps from naked earnings plays.
Over the last 12 earnings, Biggest UP move: 7.8%, Biggest DOWN move: -3.7% , Average move: 2.9%. These strikes are both about 10.3% OTM.