SPX put spread sold to…

SPX put spread sold to offset calls sold this morning.
Sold $SPX Jun 7th 2675/2650 put spreads for 3.10

VXX put spread

Bought $VXX 6/21 32/27 bear put spread @ 2.44. Breakeven 29.56 in 19 days with VXX at 30.82. With all the volatility, the VIX term structure has remained relatively flat (still in a slight contango in the short end of the curve: http://vixcentral.com/).

Getting back in NUGT

Sold $NUGT 9/20 26 calls @ 1.10

A TRADE: Not doing much. Roller Coaster day.

GOOS STO 6/7/19 33.0 PUTS @.75 Near the money. Stop in place. Will only take .25 loss per contract. Only got 2. Risk management. ;>)

TIF earnings analysis

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

March 22, 2019 BO +3.14%
Nov. 28, 2018 BO -11.82% Biggest DOWN
Aug. 28, 2018 BO +0.99%
May 23, 2018 BO +23.28% Biggest UP
March 16, 2018 BO -5.06%
Nov. 29, 2017 BO -1.58%
Aug. 24, 2017 BO -1.31%
May 24, 2017 BO -8.70%
March 17, 2017 BO +2.71%
Nov. 29, 2016 BO +3.14%
Aug. 25, 2016 BO +6.40%
May 25, 2016 BO +0.06%

Avg (+ or -) 5.68%
Bias 0.94%, positive bias on earnings.

With stock at 90.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 83.84 to 96.16
Based on AVERAGE move over last 12 quarters: 84.89 to 95.11
Based on MAXIMUM move over last 12 Q’s (23.3%): 69.05 to 110.95
Based on DOWN Max only (-11.8%): 79.36

Open to requests for other symbols.

Closing AMZN put spread for a loss

Bought to close 6/21 1750/1740 bull put spread @ 5.38. Sold for 2.35 on 5/29. Will look to reinitiate something once things stabilize a bit more.

SPX 4-dte

#SPX1dte Replacing the call spread that closed this morning:
Sold $SPX June 7th 2810/2835 call spreads for 2.55.