SPOT earnings analysis

#Earnings I usually don’t take trades on Monday morning earnings, but this stock has excellent premium and thus far, modest moves. However, its history is short so it could surprise us. That is reflected in the expected move, which is much higher than its historical average move.

Looking at a condor, with wings 2-points wide.

$SPOT reports Monday morning. Below are details on earnings one-day moves over its entire history.

Feb. 6, 2019 BO -2.83%
Nov. 1, 2018 BO -5.69% Biggest DOWN
July 26, 2018 BO +4.40% Biggest UP
May 2, 2018 AC -5.65%

Avg (+ or -) 4.64%
Bias -2.44%, negative bias on earnings.

With stock at 137.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 125.96 to 148.04
Based on AVERAGE move over last 4 quarters: 130.64 to 143.36
Based on MAXIMUM move over last 4 Q’s (5.7%): 129.20 to 144.80
Based on UP max only (4.4%): 143.03

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