IRBT Sep

Filled at the bell as the stock took a dive into the close.
Sold $IRBT 9/20 60 puts @ 1.20.
#FallingKnife

Popping in here to post a trades.

$MU #Coveredcalls Sold April 26th 44 calls @ 0.29.

TSLA earnings analysis

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

Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18% Biggest UP
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62% Biggest DOWN
Nov. 1, 2017 AC -6.79%
Aug. 2, 2017 AC +6.50%
May 3, 2017 AC -5.00%
Feb. 22, 2017 AC -6.40%
Oct. 26, 2016 AC +0.87%
Aug. 3, 2016 AC +2.13%
May 4, 2016 AC -4.95%

Avg (+ or -) 6.06%
Bias -0.25%, small negative bias on earnings.

With stock at 260.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 238.89 to 281.11
Based on AVERAGE move over last 12 quarters: 244.25 to 275.75
Based on MAXIMUM move over last 12 Q’s (16.2%): 217.93 to 302.07
Based on DOWN max only (-8.6%): 237.59

Open to requests for other symbols.

CMG earnings analysis

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

Feb. 6, 2019 AC +11.35%
Oct. 25, 2018 AC +3.42%
July 26, 2018 AC +5.71%
April 25, 2018 AC +24.44% Biggest UP
Feb. 6, 2018 AC -10.55%
Oct. 24, 2017 AC -14.58% Biggest DOWN
July 25, 2017 AC -2.30%
April 25, 2017 AC +2.38%
Feb. 2, 2017 AC -4.54%
Oct. 25, 2016 AC -9.28%
July 21, 2016 AC +5.83%
April 26, 2016 AC -6.43%

Avg (+ or -) 8.40%
Bias 0.45%, small positive bias on earnings.

With stock at 710.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 660.25 to 759.75
Based on AVERAGE move over last 12 quarters: 650.35 to 769.65
Based on MAXIMUM move over last 12 Q’s (24.4%): 536.48 to 883.52
Based on DOWN max only (-14.6%): 606.48

Open to requests for other symbols.

NOW earnings analysis – straight up?

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

12 quarters straight with all UP moves. (go back 13 quarters for the first negative, -15.6%)

Jan. 30, 2019 AC +13.41%
Oct. 24, 2018 AC +1.42%
July 25, 2018 AC +4.60%
April 25, 2018 AC +4.53%
Jan. 31, 2018 AC +2.64%
Oct. 25, 2017 AC +1.21%
July 26, 2017 AC +0.74% Smallest UP
April 26, 2017 AC +3.75%
Jan. 25, 2017 AC +3.61%
Oct. 26, 2016 AC +7.68%
July 27, 2016 AC +4.65%
April 20, 2016 AC +14.06% Biggest UP

Avg (+ or -) 5.19%
Bias 5.19%, ONLY a positive bias on earnings.

With stock at 243.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 227.32 to 258.68
Based on AVERAGE move over last 12 quarters: 230.38 to 255.62
Based on MAXIMUM move over last 12 Q’s (14.1%): 208.83 to 277.17
Based on Smallest UP only (+0.7%): 244.80

Open to requests for other symbols.

MMM earnings trade and analysis

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

Bidding for $MMM Apr26/May03 220 #DoubleCalendar for .90. No fill yet.

Jan. 29, 2019 BO +1.94%
Oct. 23, 2018 BO -4.37%
July 24, 2018 BO +0.92%
April 24, 2018 BO -6.83% Biggest DOWN
Jan. 25, 2018 BO +1.88%
Oct. 24, 2017 BO +5.91% Biggest UP
July 25, 2017 BO -5.05%
April 25, 2017 BO +0.46%
Jan. 24, 2017 BO -1.42%
Oct. 25, 2016 BO -2.94%
July 26, 2016 BO -1.09%
April 26, 2016 BO -1.30%

Avg (+ or -) 2.84%
Bias -0.99%, negative bias on earnings.

With stock at 220.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 212.48 to 227.52
Based on AVERAGE move over last 12 quarters: 213.75 to 226.25
Based on MAXIMUM move over last 12 Q’s (6.8%): 204.97 to 235.03
Based on DOWN max only (-5.9%): 204.97

Open to requests for other symbols.

UBNT STO 5/19 UBNT 135/145…

UBNT

STO 5/19 UBNT 135/145 BuPS @1.50

Stock trading at 169.71. 5/19 145 Puts are ~20 delta. Earnings on 5/9, before expiry.