SPX 1-dte IC

Closed Feb11 put spreads (8) and call spreads (4) spreads for .05 each. Total credit $450. Total profit $390.
#spx1-dte

SPX 1-dte

#SPX1dte Closed $SPX Feb 11th 2730 calls for .20. Stop level breached earlier.

TRADES:

CRON STO 21.5 CALLS @.90 Covered
CRON STO 2/15 19.0/14.0 BuPS @.80

TAP earnings analysis

#Earnings — $TAP reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. (5-day range was roughly the same)

Oct. 31, 2018 BO +9.94% Biggest UP
Aug. 1, 2018 BO +3.47%
May 2, 2018 BO -15.40% Biggest DOWN
Feb. 14, 2018 BO +6.26%
Nov. 1, 2017 BO +0.21%
Aug. 2, 2017 BO +2.95%
May 4, 2017 BO +0.92%
Feb. 14, 2017 BO +3.41%
Nov. 1, 2016 BO +1.44%
Aug. 2, 2016 BO -0.05%
May 3, 2016 BO +1.59%
Feb. 11, 2016 BO -0.65%

Avg (+ or -) 3.86%
Bias 1.17%, positive bias on earnings.

With stock at 65.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 60.77 to 69.23
Based on AVERAGE move over last 12 quarters: 62.49 to 67.51
Based on MAXIMUM move over last 12 Q’s (15.4%): 54.99 to 75.01

Closing FB Mar #Falling Knife…

Closing FB Mar #Falling Knife
Bought to close $FB Mar 15 110 puts @ .01. Sold for 1.17 on 11/8.

Closing EA

Bought to close $EA Mar 15 75 puts @ .15. Sold for 1.41 on 2/6.

SHOP earnings analysis

#Earnings — $SHOP reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. (5-day moves were similar, with a smaller range, meaning extreme 1-day moves are typically faded over the following days)

Oct. 25, 2018 BO +12.03% Biggest UP
July 31, 2018 BO -6.66%
May 1, 2018 BO -4.45%
Feb. 15, 2018 BO +0.28%
Oct. 31, 2017 BO -9.02% Biggest DOWN
Aug. 1, 2017 BO +5.77%
May 2, 2017 BO +7.40%
Feb. 15, 2017 BO +8.13%
Nov. 2, 2016 BO +6.84%
Aug. 3, 2016 BO +9.72%
May 4, 2016 BO -3.67%
Feb. 17, 2016 BO +9.12%

Avg (+ or -) 6.92%
Bias 2.96%, strong positive bias on earnings.

With stock at 177.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 159.33 to 194.67
Based on AVERAGE move over last 12 quarters: 164.74 to 189.26
Based on MAXIMUM move over last 12 Q’s (12.0%): 155.71 to 198.29