#spxcampaign
$SPX 5/28 1 DTE expired worthless
$SPX STO 5/29 2750/2770/2850/2865 @1.25 Thank you @jeffcp66
#longcalls
$BA BTO 1/17/2020 380 calls at 21.50
#coveredcalls
$GOOS STO 5/31 53.50 calls at 1.45
$AMD STO 6/7 28.50 calls at .88 Thank you @honkhonk81
#SPX1dte Closing right at the bell on GTC order: $SPX May 31st 2885/2910 call spreads for .25. Sold on Friday for 2.75.
Sold June 21, 33.50/45 strangle for 1.33. Thanks for the info Jeff.
#DiagonalBearCallSpreads – Replacing some closed last week…
Sold 1 UVXY JUN 14 2019 40.0 Call @ 2.20
Sold 1 UVXY JUN 21 2019 42.5 Call @ 2.30
#ShortPuts – Starter position the week prior to next earnings and near the 200ma…
Sold CSX JUL 05 2019 72.5 Put @ 1.30
#Earnings Bought to open $ANF May 31st 25 #LongStraddle for 3.23. Needs a 12.9% move. Avg has been 16.1%
#SPX1dte sold $SPX May 29th 2750/2770-2850/2865 condors for 1.05 (IV 13.88%, SPX 2812.
Also, in smaller account sold 2765/2770-2850/2855 condors for .45.
#Earnings $CPRI (formerly $KORS) reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. Feb 2019 is from symbol CPRI, and the remainder are under symbol KORS.
Feb. 6, 2019 BO +11.29%
Nov. 7, 2018 BO -14.62% Biggest DOWN
Aug. 8, 2018 BO +6.72%
May 30, 2018 BO -11.44%
Feb. 7, 2018 BO +1.02%
Nov. 6, 2017 BO +14.69%
Aug. 8, 2017 BO +21.54% Biggest UP
May 31, 2017 BO -8.51%
Feb. 7, 2017 BO -10.80%
Nov. 10, 2016 AC -3.97%
Aug. 10, 2016 BO -2.79%
June 1, 2016 BO +6.62%
Avg (+ or -) 9.50%
Bias 0.81%, slightly positive bias on earnings.
With stock at 39.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.65 to 43.35
Based on AVERAGE move over last 12 quarters: 35.29 to 42.71
Based on MAXIMUM move over last 12 Q’s (21.5%): 30.60 to 47.40
Based on DOWN Max only (-14.6%): 33.30
Open to requests for other symbols.
May 23, sold May 31, 49 call for .45, channeling my inner Iceman and Fuzzball. Bought today for .10. UVXY is a margin hog in my account, freed up over 2K in margin for the .10.
Sold 6/21 175/180 bear call spread @ 1.55
SPX <1-DTE
BTC $SPX 2850/2865 May 28 BeCS @0.05. STO @1.20 earlier today. #SPX1dte
#Earnings $ANF reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
March 6, 2019 BO +20.37%
Nov. 29, 2018 BO +20.91%
Aug. 30, 2018 BO -17.15%
June 1, 2018 BO -8.72%
March 7, 2018 BO +11.90%
Nov. 17, 2017 BO +23.90% Biggest UP
Aug. 24, 2017 BO +17.06%
May 25, 2017 BO +8.99%
March 2, 2017 BO +13.94%
Nov. 18, 2016 BO -13.76%
Aug. 30, 2016 BO -20.30% Biggest DOWN
May 26, 2016 BO -15.66%
Avg (+ or -) 16.06%
Bias 3.46%, positive bias on earnings.
With stock at 25.25 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 21.96 to 28.54
Based on AVERAGE move over last 12 quarters: 21.20 to 29.30
Based on MAXIMUM move over last 12 Q’s (23.9%): 19.22 to 31.28
Based on DOWN Max only (-20.3%): 20.12
Open to requests for other symbols.
Jeff what is your thought process on your T puts? CSP? in between divi?
Thanks
AMD STO 6/7/19 28.5 CALLS @.71
#SPX1dte Closed $SPX May 28th 2775 puts for .10. Condors sold for 1.10 on Friday. Nice to have risk off so early.
Options Bistro 