UVXY late trades.

Most of these filled at or shortly after the close
Sold 1 UVXY 12/13/2019 18.00 Call @ 0.43
Sold 1 UVXY 12/13/2019 18.50 Call @ 0.35
Sold 1 UVXY 12/13/2019 19.00 Call @ 0.31
Sold 1 UVXY 12/13/2019 19.50 Call @ 0.26
Sold UVXY 12/13/2019 20.00 Calls @ 0.21

The VIX moved up 17% today on only a 0.32% drop in the S&P500.

What would it do on a big down day????

SPX 7-dte

#SPX1dte Sold to Open $SPX Dec 16th 2985/3010-3200/3225 condors for 1.75, IV 14.25%, SPX 3142.

Expiring today:
Dec 9th 3095/3105-3175/3185 condors, sold Friday for .45
Dec 9th 3190/3215 call spreads, sold in a condor last Monday, put side was rolled to:
Dec 9th 3150/3175 call spreads, sold Tuesday for 1.60

BX ZM Calls Rolled

#coveredcalls
$BX BTC 12/20 54 calls and STO 12/27 55 calls at .40 debit but gained $1 if called away. Stock at 54.39 now
$ZM BTC 12/27 73 calls and STO 12/13 65 calls at .60 credit after stock dropped as result of guidance. Stock
at 66.04 now. Maybe I’ll roll tomorrow.

ULTA

STO March, 210 put at 4.70, I will average down on this one because i only have 100 shares from the earnings assignment devastation.

VIX Up 7%

No real move in VXX or UVXY yet but getting some small trades done on the way up.
Sold UVXY 12/13/2019 16.00 Calls @ 0.61 & 0.72
Sold UVXY 12/13/2019 16.50 Calls @ 0.51 & 0.53

Added with the VIX up 10%
Sold UVXY 12/13/2019 17.00 Calls @ 0.41 & 0.45
Sold UVXY 12/13/2019 17.50 Calls @ 0.31
Sold UVXY 12/13/2019 18.00 Calls @ 0.24
Sold UVXY 12/13/2019 18.50 Calls @ 0.19

SLB new ratio spread

Sold SLB 12/13/2019 37.50 Calls / Bought 2x SLB 01/24/2020 43.50 Calls @ 0.05 Credit.

Also sold SLB 12/13/2019 38.00 Calls @ 0.23 against my long stock and long calls left over from other spreads.

MDB earnings analysis

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

Sept. 4, 2019 AC -5.18% Biggest DOWN
June 5, 2019 AC -0.75%
March 13, 2019 AC +25.58% Biggest UP
Dec. 4, 2018 AC +8.37%
Sept. 5, 2018 AC +9.17%
June 6, 2018 AC -3.27%
March 13, 2018 AC +7.42%
Dec. 12, 2017 AC -5.68%

Avg (+ or -) 8.18%
Bias 4.46%, positive bias on earnings.

With stock at 133.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 120.31 to 145.69
Based on AVERAGE one-day move over last 12 quarters: 122.12 to 143.88
sed on MAXIMUM one-day move over last 12 Q’s (25.6%): 98.98 to 167.02
Based on DOWN max only (-5.7%): 125.45

Open to requests for other symbols.

#bups

AZO earnings analysis

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

Sept. 24, 2019 BO -4.41%
May 21, 2019 BO +5.56%
Feb. 26, 2019 BO +5.10%
Dec. 4, 2018 BO +6.74% Biggest UP
Sept. 18, 2018 BO -1.97%
May 22, 2018 BO -9.48%
Feb. 27, 2018 BO -11.06% Biggest DOWN
Dec. 5, 2017 BO +0.42%
Sept. 19, 2017 BO -5.00%
May 23, 2017 BO -11.84%
Feb. 28, 2017 BO -0.58%
Dec. 6, 2016 BO +0.43%

Avg (+ or -) 5.22%
Bias -2.17%, negative bias on earnings.

With stock at 1177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1121.65 to 1233.35
Based on AVERAGE one-day move over last 12 quarters: 1116.08 to 1238.92
sed on MAXIMUM one-day move over last 12 Q’s (11.8%): 1038.08 to 1316.92
Based on UP max only (+6.7%): 1256.86

Open to requests for other symbols.

NVDA TSLA

BTC $NVDA 180/190 Dec 20 #BuPS @0.22. Was STO 11.15 @1.65.

STO $TSLA 352.5/362.5 #BeCS @.70 #following @optioniceman

UVXY

Sold UVXY 12/13/2019 17.00 Covered Calls @ 0.31 replacing similar calls that expired Friday.