With oil continuing to be so weak and the inverse ETF not coming in ($DRIP currently at 119), I rolled my 9/20 115 call up and out to 10/18 130 call @ 1.21 credit. Up 15 points on the strike and out of the money by around 10 points.
Daily Archives: Tuesday, August 27, 2019
SPX 1-dte
#SPX1dte Sold $SPX Aug 28th 2780/2800-2920/2940 condors for 1.00. IV 17.96%, SPX 2871.
WYNN
#CoveredCalls – Another one…
Bought to Close WYNN AUG 30 2019 112.0 Call @ .10 (sold for 2.20)
Sold WYNN SEP 13 2019 108.0 Call @ 2.50
Collected the 1.00 divvy today also…
A TRADE:
OSTK STO 8/30/19 16.5 PUTS @.80
VXX added
#VXXGame. Bought $VXX Jan 2020 20 puts for 1.00, adding to my position. Avg price now 1.302, started on Jan 22nd, 2019.
TRADES:
OSTK BTO STOCK @16.93
OSTK STO 8/30/19 17.0 CALLS @.80
#earnings #jadelizard TIF Sold Sept….
#earnings #jadelizard TIF #shortstrangles ADSK
TIF sold Sept. 20, 75/84/85 for 1.58.
ADSK sold Sept. 20, 125/175 strangle for 2.44
Thanks for the data Jeff.
TRADES:
PLAN BTO STOCK @54.99 & 56.40
OSTK STO 8/30/19 19.0 CALLS @.50
TIF earnings analysis
#Earnings $TIF reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
June 4, 2019 BO +2.59%
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%
Avg (+ or -) 5.89%
Bias 1.15%, positive bias on earnings.
With stock at 85.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 78.66 to 91.34
Based on AVERAGE one-day move over last 12 quarters: 79.99 to 90.01
Based on MAXIMUM one-day move over last 12 Q’s (23.3%): 65.21 to 104.79
Based on DOWN max only (-11.8%): 74.95
Open to requests for other symbols.
ADSK earnings analysis
#Earnings $ADSK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
May 23, 2019 AC -4.90%
Feb. 28, 2019 AC -1.98%
Nov. 20, 2018 AC +9.74%
Aug. 23, 2018 AC +15.32% Biggest UP
May 24, 2018 AC -4.44%
March 6, 2018 AC +14.87%
Nov. 28, 2017 AC -15.85% Buggest DOWN
Aug. 24, 2017 AC +3.94%
May 18, 2017 AC +14.69%
March 2, 2017 AC -2.29%
Nov. 29, 2016 AC -3.52%
Aug. 25, 2016 AC +8.11%
Avg (+ or -) 8.30%
Bias 2.81%, positive bias on earnings.
With stock at 150.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 137.13 to 162.87
Based on AVERAGE one-day move over last 12 quarters: 137.54 to 162.46
Based on MAXIMUM one-day move over last 12 Q’s (15.9%): 126.23 to 173.78
Based on UP max only (+15.3%): 172.98
Open to requests for other symbols.
Options Bistro 