#Earnings Looking at 750/930 strangle. Wit stock at 822.00, these strikes are 8.8% and 13.1% OTM respectively. Over last three years: Biggest UP move: 14.1%, Biggest DOWN move: -11.0%, Average move: 9.2%.

July 28, 2016 AC 0.82%
April 28, 2016 AC 9.56%
Jan. 28, 2016 AC -7.60%
Oct. 22, 2015 AC 6.22%
July 23, 2015 AC 9.79%
April 23, 2015 AC 14.13%
Jan. 29, 2015 AC 13.71%
Oct. 23, 2014 AC -8.34%
July 24, 2014 AC -9.64%
April 24, 2014 AC -9.88%
Jan. 30, 2014 AC -10.99%
Oct. 24, 2013 AC 9.38%

Thoughts?