#Earnings Over last three years, over five days after earnings, Biggest UP move: 25.4%, Biggest DOWN move: -19.9%, Average move: 12.7%. Seems to be an upside bias to earnings premiums. Looking to sell the 85 put for .53, 14 points OTM, and the 115 call for .75, 16 points OTM. The farther out call is selling for more than the closer put.

These strikes are 14.1% and 16.2% OTM respectively.

STO $NFLX Oct 21st 85/115 strangles for 1.27.