thomberg1201 12:54 pm on Tuesday, January 14, 2020 Tags: Earnings ( 3,108 ), ShortStrangles ( 716 ) #earnings #shortstrangles GS Sold Feb…. #earnings #shortstrangles GS Sold Feb. 21 220/270 strangle for 2.01. This is outside the 1 day max moves. Thanks for the data Jeff.