SPXpire

#SPX1dte Expiring: $SPX Nov 6th 3040/3050-3100/3110 condors, sold yesterday for .50.

#earnings #ROKU #ironcondor I’ll not…

#earnings #ROKU #ironcondor BIDU #shortstrangles

ROKU I’ll not try and bell the cat again. Sold Dec. 20, 105/110/180/185 for 1.49, will probably add a cheap long put and call in case of a blow out.
ROKU Bought Nov. 15, 195/205 call spread for .27
BIDU Sold Nov. 15, 97/120 strangle for 1.83.

Thank you Jeff for the data.

SQ earnings analysis

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

Aug. 1, 2019 AC -14.05% Biggest DOWN
May 1, 2019 AC -7.98%
Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86%
Feb. 22, 2017 AC +14.02% Biggest UP
Nov. 1, 2016 AC +6.41%

Avg (+ or -) 6.74%
Bias 0.79%, positive bias on earnings.

With stock at 61.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 55.48 to 66.52
Based on AVERAGE one-day move over last 12 quarters: 56.89 to 65.11
Based on MAXIMUM one-day move over last 12 Q’s (14.1%): 52.43 to 69.57
Based on UP max only (+14.0%): 69.55

Open to requests for other symbols.

#doublecalendar

ROKU earnings analysis

#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over its entire history (8 quarters).

Aug. 7, 2019 AC +20.85%
May 8, 2019 AC +28.11%
Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP

Avg (+ or -) 24.02%
Bias 13.59%, strong positive bias on earnings.

With stock at 143.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 122.94 to 163.06
Based on AVERAGE one-day move over last 8 quarters: 108.65 to 177.35
Based on MAXIMUM one-day move over last 8 Q’s (54.9%): 64.45 to 221.55
Based on DOWN max only (-22.3%): 119.30

Open to requests for other symbols.

SPOT call spread

Falling off the post earnings high after hitting resistance. Sold $SPOT 12/20 160/170 bear call spread @ 1.40.

#earnings QCOM Sold Dec. 20,…

#earnings QCOM

Sold Dec. 20, 72.50/95 strangle for 1.22.

TSLA Rollout Call

Bought to close TSLA 11/08/2019 300.00 Calls / Sold TSLA 11/15/2019 300.00 Calls @ 1.45 Credit.
A reasonable extra Credit for one more week.