SPX 1-dte sold

#SPX1dte Sold $SPX Jan 18th 2570/2590-2680/2700 iron condors for .80.

SLB earnings

#Earnings #IronFlies -sold 50 cent wide @ .45…LOL

SPX 1-dte closing

#SPX1dte Bought to close $SPX Jan 17th (monthly) 2670/2690 call spreads for .30. Order in to close put spreads for .05. Whole shebang sold yesterday for .85.

Selling a new one for tomorrow’s PM expiration

NFLX

#Earnings #IronFlies – Just taking a crazy shot here. Hoping all the news is out there now. 350 is also a nice even number (but so is 300 and 400 🙂 ). Selling an iron fly well inside the expected move risking 90 to make 910…

Sold NFLX JAN 18 2019 340/350/360 Iron Fly @ 9.10

This is the $100 I was going to put on the Chiefs +3 line…LOL

TQQQ

STO 52/57 call spread at .30 for February 15 expiration. I have the 50/55 call spreads that expire tomorrow so just pre selling some.

AA dbl cal closed

#Earnings #DoubleCalendar Was trying to get filled on the dip, when the dip exploded into a market rally.

Sold to close $AA Jan18/Jan25 29 double calendar for .51. Bought yesterday for .44. Meager.

Waiting for tomorrow on $MS

Tariffs shmariffs

screen shot 2019-01-17 at 11.53.28 am

SPX 1dte defense

Bot back 6 of 13 short calls based on China news. Will update on outcome tomorrow.

#spx1dte

RTN STX TNA TQQQ WYNN

#LongCalls #LEAPS #CoveredCalls – A few fills this morning…

RTN: Seems to be recovering so giving it some room into earnings. May add Bull Put Spreads also…
Bought to Close RTN JAN 18 2019 165.0 Calls @ .05 (sold for .60 as BeCS)
Sold RTN FEB 15 2019 170.0/180.0 Bear Call Spreads @ 1.20

STX: Covered Calls selling new ones in earnings week…
Bought to Close STX Jan 18 2019 40.0 Calls @ .05 (sold for .68)
Sold STX Feb 08 2019 41.0 Calls @ .96

TNA: Looking good now. Went full position on Jan 7th on LEAPS and ratio’d weekly sales…
Rolled TNA JAN 18 2019 47.0 Calls to FEB 8 2019 48.5 Calls @ .05 debit

TQQQ: A roll against LEAPS and a partial close on some covered calls:
Rolled TQQQ JAN 18 2019 39.0 Calls to FEB 8 2019 40.5 Calls @ .23 credit
Bought to Close TQQQ Jan 18 2019 45.0 Call @ .05 (sold for 1.65)

WYNN: Covered calls below basis so still rolling…
Rolled WYNN Jan 18 2019 105.0 Call to Feb 15 2019 110.0 Call @ .05 credit

#earnings SLB

Sold Feb. 15, 40/42.5 strangle for 2.18

bought 2, January 25, 38.50 puts for 19 as a hedge for a January 25, 44 put.

Thanks for the data Jeff

UNG strangle

Borrowing an idea from TastyTrade in an underlying relatively uncorrelated with SPX, NDX, etc.
Sold $UNG Feb 15 26/34 strangle @ 1.82.

KSU earnings analysis

#Earnings I’m looking at this for a double calendar. Decent IV crush with small historic moves. However, bid/ask pretty wide so it will depend on the mid-price I can get. I’ll see what I can do in the last hour of the day.

$KSU reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 19, 2018 BO +3.35%
July 20, 2018 BO +2.39%
April 20, 2018 BO +1.55%
Jan. 19, 2018 BO -1.34%
Oct. 20, 2017 BO +1.35%
July 21, 2017 BO +1.13%
April 21, 2017 BO -2.84% Biggest DOWN
Jan. 20, 2017 BO +4.03%
Oct. 18, 2016 BO -2.24%
July 19, 2016 BO +1.88%
April 19, 2016 BO +4.97% Biggest UP
Jan. 22, 2016 BO +4.44%

Avg (+ or -) 2.63%
Bias 1.56%, positive bias on earnings.

With stock at 103.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 99.64 to 107.36
Based on AVERAGE move over last 12 quarters: 100.78 to 106.22
Based on MAXIMUM move over last 12 Q’s (5.0%): 98.36 to 108.64

Open for requests on other symbols.

TRADES:

ROKU STO 1/25/19 37.5 PUTS @.63
HIIQ STO 1/18/19 33.0 PUTS @.70 ATM Trade for acquiring the stock.

#earnings #shortstrangles #coveredcallcampaign AA Yesterday…

#earnings #shortstrangles #coveredcallcampaign AA

Yesterday sold Feb. 15, 29 straddle for 3.44, bought today for 3.00
Rolled Jan. 18, 30 call to Feb. 15 for .97 covered by assigned shares.

SLB earnings analysis

#Earnings $SLB reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 19, 2018 BO +0.06%
July 20, 2018 BO -1.24%
April 20, 2018 BO -1.49%
Jan. 19, 2018 BO +0.06%
Oct. 20, 2017 BO -2.09%
July 21, 2017 BO -0.73%
April 21, 2017 BO -2.18%
Jan. 20, 2017 BO -0.81%
Oct. 20, 2016 AC -3.03% Biggest DOWN
July 21, 2016 AC +1.98%
April 21, 2016 AC -0.42%
Jan. 21, 2016 AC +6.10% Biggest UP

Avg (+ or -) 1.68%
Bias -0.32%, negative bias on earnings.

With stock at 41.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 39.55 to 42.45
Based on AVERAGE move over last 12 quarters: 40.31 to 41.69
Based on MAXIMUM move over last 12 Q’s (6.1%): 38.50 to 43.50

Open for requests on other symbols.

#shortstock MO #ironcondor HD MO…

#shortstock MO #ironcondor HD

MO Jan. 14, sold short 100 shares of MO at 48.29, bought to cover today for 46.79.
HD Jan. 8 sold 155/160/190/195 IC for 1.02, bought today for .51
DENN up today arrgghh

Calendars

#Earnings #Double Calendars

$AA gapped down then shot up through my strike. Didn’t get filled on my close order as it went past, now it’s getting too high. Will wait for a drift back down.

$MS gapped down and has stayed down. I bought to close Jan 18th short 29 call for .03, removing upside risk for a possible bounce into tomorrow.

AXP earnings analysis

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

Oct. 18, 2018 AC +3.78%
July 18, 2018 AC -2.72%
April 18, 2018 AC +7.58%
Jan. 18, 2018 AC -1.83%
Oct. 18, 2017 AC -0.19%
July 19, 2017 AC -0.67%
April 19, 2017 AC +5.91%
Jan. 19, 2017 AC -0.63%
Oct. 19, 2016 AC +9.02% Biggest UP
July 20, 2016 AC -1.62%
April 20, 2016 AC +0.90%
Jan. 21, 2016 AC -12.10% Biggest DOWN

Avg (+ or -) 3.91%
Bias 0.62%, positive bias on earnings.

With stock at 99.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 95.21 to 103.79
Based on AVERAGE move over last 12 quarters: 95.51 to 103.29
Based on MAXIMUM move over last 12 Q’s (12.1%): 87.37 to 111.43

Open for requests on other symbols.

NFLX earnings analysis

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

Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%
April 16, 2018 AC +9.18%
Jan. 22, 2018 AC +9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54%
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC +3.86%
Oct. 17, 2016 AC +19.02% Biggest UP
July 18, 2016 AC -13.12% Biggest DOWN
April 18, 2016 AC -12.97%
Jan. 19, 2016 AC -0.13%

Avg (+ or -) 8.04%
Bias 2.10%, positive bias on earnings.

With stock at 350.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 321.39 to 378.61
Based on AVERAGE move over last 12 quarters: 321.85 to 378.15
Based on MAXIMUM move over last 12 Q’s (19.0%): 283.43 to 416.57

Open for requests on other symbols.

SPX 1dte IC

Sold Jan18 (weekly) 2565/2560 put credit spread @ .25 x9 and .30 x4 in two accounts. 7:35 am mst
Sold Jan18 call credit spread 2650/2655 @ .25 x13 to complete the SPX 1dte IC in both accounts. 10:12 mst

#spx1dte