Daily Archives: Tuesday, October 22, 2019

Unknown's avatar Jeff 1:10 pm on Tuesday, October 22, 2019
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all SPX stopped

#SPX1dte Today I said to myself, nothing is happening so I might as well sell the 1-day trade early. Immediately after the fill, something happened. Now that daily trade news has quieted, we get to worry about Brexit again?

My spread was tight to begin with, so really can’t withstand even a little volatility. I was looking for the bounce to make it okay, but we fell again and are within expected move.

BTC $SPX Oct 23rd 2985/2965 put spreads for 2.50, after the bell. Condors sold for .90 about 100 minutes earlier. I’ll leave call side to expire.

I was going to leave the 3-day put spread to fight another day, but the end of the day was too ugly, then it just got worse after the bell.
BTC $SPX 2990/2965 put spreads for 6.25. Sold for 3.45 earlier today.

Upside Warning gave us a little this time around; hopefully it’s not done but I ain’t betting on it after the last few weeks.

Unknown's avatar Jeff 1:05 pm on Tuesday, October 22, 2019  

Stopping SPX

Not filled yet but closing the 1-dte put side before the 4:15pm cut off

Unknown's avatar honkhonk81 12:55 pm on Tuesday, October 22, 2019  

Yippee, finally back in. Took…

Yippee, finally back in. Took me a couple of days, before I hit the jackpot. Don’t know why I can post for months, and then can’t????? Thank you for your help Jeff. ;>) Goo.. um HonkHonk81

Unknown's avatar MikeL 11:42 am on Tuesday, October 22, 2019
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#fallingknife HAS is down 16%

#fallingknife

HAS is down 16%

Unknown's avatar Jeff 11:24 am on Tuesday, October 22, 2019
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SPX 1-dte

#SPX1dte Sold $SPX Oct 23rd 2965/2985-3035/3050 condors for .90, IV: 8.25%, SPX 3012

Unknown's avatar fuzzballl 10:50 am on Tuesday, October 22, 2019
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ISRG

#ShortPuts – After last week plenty of firepower to put back to work. High margin here but below a lot of support and only 30 days out. One of the biggest drops on my watchlists today…

Sold ISRG NOV 22 2019 505.0 Put @ 3.50

#bups

Unknown's avatar Jeff 9:33 am on Tuesday, October 22, 2019
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SPX 3-dte

#SPX1dte Following the trend: Sold $SPX Oct 25th 2990/2965 put spreads for 3.45. Filled on the dip at the top of the hour.

Unknown's avatar jsd501 8:54 am on Tuesday, October 22, 2019  

KEYS

STO November 15, 100 put at 2.10, earnings are on November 18

Unknown's avatar thomberg1201 8:27 am on Tuesday, October 22, 2019
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#earnings IRBT Sold a Nov….

#earnings IRBT WHR

IRBT Sold a Nov. 15, 40/70 strangle for 1.42.
WHR Sold a Nov. 15 140/175 strangle for 2.31
Thanks for the data Jeff
#shortstrangles

Unknown's avatar thomberg1201 7:59 am on Tuesday, October 22, 2019
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#closing #shortputs HP October 9…

#closing #shortputs HP

October 9 sold Nov. 15 35 put for 1.55, bought today for .76.
Thanks Iceman

Unknown's avatar Jeff 7:58 am on Tuesday, October 22, 2019
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WHR earnings analysis

#Earnings $WHR reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

July 22, 2019 BO +0.10%
April 22, 2019 AC +0.40%
Jan. 28, 2019 AC +9.66% Biggest UP
Oct. 24, 2018 AC +6.78%
July 23, 2018 AC -14.52% Biggest DOWN
April 23, 2018 AC +3.75%
Jan. 24, 2018 AC +2.30%
Oct. 23, 2017 AC -10.54%
July 26, 2017 AC -6.28%
April 25, 2017 BO +3.51%
Jan. 26, 2017 BO -8.54%
Oct. 25, 2016 BO -10.77%

Avg (+ or -) 6.43%
Bias -2.01%, negative bias on earnings.

With stock at 161.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 151.16 to 170.84
Based on AVERAGE one-day move over last 12 quarters: 149.71 to 170.29
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 136.77 to 183.23
Based on UP max only (+9.7%): 175.46

Open to requests for other symbols.

#doublecalendar

Unknown's avatar Jeff 7:49 am on Tuesday, October 22, 2019
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SNAP earnings analysis

#Earnings $SNAP reports tonight. Below are details on earnings one-day moves over its entire history (10 quarters).

July 23, 2019 AC +18.74%
April 23, 2019 AC -6.08%
Feb. 5, 2019 AC +22.01%
Oct. 25, 2018 AC -10.15%
Aug. 7, 2018 AC -6.78%
May 1, 2018 AC -21.93% Biggest DOWN
Feb. 6, 2018 AC +47.58% Biggest UP
Nov. 7, 2017 AC -14.61%
Aug. 10, 2017 AC -14.08%
May 10, 2017 AC -21.45%

Avg (+ or -) 18.34%
Bias -0.68%, tiny negative bias on earnings.

With stock at 14.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 12.16 to 16.84
Based on AVERAGE one-day move over last 12 quarters: 11.84 to 17.16
Based on MAXIMUM one-day move over last 12 Q’s (47.6%): 7.60 to 21.40
Based on DOWN max only (-21.9%): 11.32

Open to requests for other symbols.

#longstraddle

Unknown's avatar Jeff 7:42 am on Tuesday, October 22, 2019  

Earnings Chart Update

$T (AT&T) reports Monday before the bell, not tomorrow.

Unknown's avatar Jeff 7:30 am on Tuesday, October 22, 2019
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IRBT earnings analysis

#Earnings $IRBT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

July 23, 2019 AC -16.86%
April 23, 2019 AC -23.09%
Feb. 6, 2019 AC +9.63%
Oct. 23, 2018 AC -12.33%
July 24, 2018 AC +16.99%
April 24, 2018 AC -3.41%
Feb. 7, 2018 AC -32.07% Biggest DOWN
Oct. 24, 2017 AC -13.48%
July 25, 2017 AC +21.14% Biggest UP
April 25, 2017 AC +15.73%
Feb. 8, 2017 AC -12.93%
Oct. 25, 2016 AC +11.35%

Avg (+ or -) 15.75%
Bias -3.28%%, negative bias on earnings.

With stock at 55.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 46.28 to 63.72
Based on AVERAGE one-day move over last 12 quarters: 46.34 to 63.66
Based on MAXIMUM one-day move over last 12 Q’s (32.1%): 37.36 to 72.64
Based on UP max only (+21.1%): 66.63

Open to requests for other symbols.

Unknown's avatar Jeff 7:20 am on Tuesday, October 22, 2019
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SKX earnings analysis

#Earnings $SKX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

July 18, 2019 AC +11.96%
April 18, 2019 BO -10.43%
Feb. 7, 2019 AC +15.19%
Oct. 18, 2018 AC +13.78%
July 19, 2018 AC -20.99%
April 19, 2018 AC -27.04% Biggest DOWN
Feb. 8, 2018 AC +7.54%
Oct. 19, 2017 AC +41.44% Biggest UP
July 20, 2017 AC +0.67%
April 20, 2017 AC -2.56%
Feb. 9, 2017 AC +19.32%
Oct. 20, 2016 AC -17.26%

Avg (+ or -) 15.68%
Bias 2.64%, positive bias on earnings.

With stock at 37.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 33.26 to 41.74
Based on AVERAGE one-day move over last 12 quarters: 31.74 to 43.54
Based on MAXIMUM one-day move over last 12 Q’s (41.4%): 22.04 to 53.24
Based on DOWN max only (-27.0%): 27.46

Open to requests for other symbols.

#longstraddle

Unknown's avatar Jeff 7:09 am on Tuesday, October 22, 2019
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CMG earnings analysis

#Earnings $BIIB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

July 23, 2019 AC +5.18%
April 24, 2019 AC -4.46%
Feb. 6, 2019 AC +11.35%
Oct. 25, 2018 AC +3.42%
July 26, 2018 AC +5.71%
April 25, 2018 AC +24.44% Biggest UP
Feb. 6, 2018 AC -10.55%
Oct. 24, 2017 AC -14.58% Biggest DOWN
July 25, 2017 AC -2.30%
April 25, 2017 AC +2.38%
Feb. 2, 2017 AC -4.54%
Oct. 25, 2016 AC -9.28%

Avg (+ or -) 8.18%
Bias 0.56%, slight positive bias on earnings.

With stock at 850.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 792.17 to 907.83
Based on AVERAGE one-day move over last 12 quarters: 780.45 to 919.55
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 642.26 to 1,057.74
Based on DOWN max only (-14.6%): 726.07

Open to requests for other symbols.