#coveredcalls
$LABU STO 7/19 49 call at .75
#bucs
$TWLO STC 7/19 130/140 BUCS at 9.50. BTO at 5.20 on 6/5.
#shortputs
$DELL BTC 7/19 62.5 put at 7.80. STO on 6/13 for 9.40. Stock at 55.01. Not sure how I got out.
#bups
$AMZN STO 7/19 1980/1990 BUPS at 2.20. Will this be a Prime deal?
#SPX1dte Expiring today, $SPX July 15th 2960/2980/3030/3050, sold Friday for .85
Bought Aug. 21 +15/-18/-18/+21 for .44
#bups
$AMZN BTC 7/19 1800/1830 BUPS at .10. STO 6/25 for 6.35
$CRM BTC 7/19 145/155 BUPS at .40. STO 6/11 for 4.00
#coveredcalls
$TNDM STO 7/26 68 calls at 1.25. Earnings 7/29
#shortputs
$TNDM STO 7/26 64 puts at 2.60 Earnings still 7/29
$PLAY BTC 7/19 40 put at .40. STO 6/12 at 2.30
Sold August 16, 105/120 strangle for .90. Thanks for the data Jeff.
#futures
6/29 Long /ES at 2915…off the bounce at the 38.1% retracement..
7/15 Closed /ES long today when price hit 3020..which was the Day high then..
105 point gain in /ES for a two week trade….
STO qty 2 Aug 19 SPX BUPS 2815/2915 @ 16.42
Sold July 26th 2935/2915 BuPS @ 1.00
#SPX1dte Sold $SPX July 18th 2935/2960-3040/3065 condors for 2.45
#Earnings $JPM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
April 12, 2019 BO +4.68% Biggest UP
Jan. 15, 2019 BO +0.73%
Oct. 12, 2018 BO -1.09%
July 13, 2018 BO -0.45%
April 13, 2018 BO -2.70% Biggest DOWN
Jan. 12, 2018 BO +1.65%
Oct. 12, 2017 BO -0.28%
July 14, 2017 BO -0.91%
April 13, 2017 BO -1.17%
Jan. 13, 2017 BO +0.53%
Oct. 14, 2016 BO -0.32%
July 14, 2016 BO +1.51%
Avg (+ or -) 1.34%
Bias 0.18%, no significant bias on earnings.
NOTE: 5-day results are not significantly different
With stock at 114.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 110.85 to 117.15
Based on AVERAGE move over last 12 quarters: 112.48 to 115.52
Based on MAXIMUM move over last 12 Q’s (4.7%): 108.66 to 119.34
Based on DOWN Max only (-2.7%): 110.92
Open to requests for other symbols.
STO $ADBE 8/16/2019 285/295 #BuPS @1.40.
#Earnings $GS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
April 15, 2019 BO -3.81%
Jan. 16, 2019 BO +9.54% Biggest UP
Oct. 16, 2018 BO +3.01%
July 17, 2018 BO -0.18%
April 17, 2018 BO -1.64%
Jan. 17, 2018 BO -1.86%
Oct. 17, 2017 BO -2.60%
July 18, 2017 BO -2.59%
April 18, 2017 BO -4.71% Biggest DOWN
Jan. 18, 2017 BO -0.61%
Oct. 18, 2016 BO +2.14%
July 19, 2016 BO -1.17%
Avg (+ or -) 2.82%
Bias -0.37%, tiny negative bias on earnings.
NOTE: 5-day results are more positive, with a MAX up move of +12%
With stock at 210.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 202.02 to 217.98
Based on AVERAGE move over last 12 quarters: 204.07 to 215.93
Based on MAXIMUM move over last 12 Q’s (9.5%): 189.97 to 230.03
Based on DOWN Max only (-4.7%): 200.11
Open to requests for other symbols.
Options Bistro 