SPX 1dte IC expired

SPX Jan16 2640/2645/2535/2530 call/put expired. Sold for .50 x10 yesterday.

#spx1dte

MS and AA earnings calendars

#DoubleCalendar #Earnings Forgot about these earlier… just threw them on now.
Bought to Open $MS 18Jan/25Jan 45 double calendar for .334.
Bought to Open $AA 18Jan/25Jan 29 double calendar for .44

#earnings #shortstraddle AA Sold Feb. 15,…

#earnings #shortstraddle

AA Sold Feb. 15, 29 straddle for 3.44. Thanks for the data Jeff.

SPX 1-dte sold

#SPX1dte Sold to Open $SPX Jan 17th (monthlys) 2545/2565-2670/2690 iron condors for .85. These stop trading at tomorrow’s close but settle on Friday morning, so I will close during market hours tomorrow.

Expiring today: Jan 16th 2535/2555-2650/2670 condors, sold yesterday for .95.

AA earnings analysis

#Earnings $AA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 17, 2018 AC +5.85%
July 18, 2018 AC -13.34% Biggest DOWN
April 18, 2018 AC +1.39%
Jan. 17, 2018 AC -7.00%
Nov. 17, 2017 AC -2.74%
Oct. 18, 2017 AC -2.53%
July 19, 2017 AC +0.60%
April 24, 2017 AC +9.54% Biggest UP
Jan. 24, 2017 AC -2.58%
Oct. 10, 2016 AC -11.42%
July 11, 2016 AC +5.42%
April 11, 2016 AC -2.66%

Avg (+ or -) 5.42%
Bias -1.62%, negative bias on earnings.

With stock at 28.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 26.23 to 30.17
Based on AVERAGE move over last 12 quarters: 26.67 to 29.73
Based on MAXIMUM move over last 12 Q’s (13.3%): 24.44 to 31.96

Open for requests on other symbols.

EOG

Closed out the inverted fly at 97/98/99 that had been converted from a violated credit spread for 0.11 debit. After all said and done made $464 on 10 contracts.

Still have the 110 #fuzzy to manage.

#earnings AA Jeff do you…

#earnings AA

Jeff do you have AA stats? Thanks