TNDM BUCS Closed

#bucs
$TNDM STC 1/17 60/79 BUCS at 8.50. BTO at 3.16 on 12/18. Remaining position closed. Earlier sale at 6.50.

#earnings STT Sold Feb. 21,…

#earnings STT

Sold Feb. 21, 70/87.50 strangle for 1.15.

Thanks for the data Jeff.

SLB earnings analysis

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

Oct. 18, 2019 BO +1.31%
July 19, 2019 BO -0.18%
April 18, 2019 BO -3.90% Biggest DOWN
Jan. 18, 2019 BO +8.12% Biggest UP
Oct. 19, 2018 BO +0.06%
July 20, 2018 BO -1.24%
April 20, 2018 BO -1.49%
Jan. 19, 2018 BO +0.06%
Oct. 20, 2017 BO -2.09%
July 21, 2017 BO -0.73%
April 21, 2017 BO -2.18%
Jan. 20, 2017 BO -0.81%

Avg (+ or -) 1.85%
Bias -0.26%, negative bias on earnings.

With stock at 38.60 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 37.06 to 40.14
Based on AVERAGE one-day move over last 12 quarters: 37.89 to 39.31
Based on MAXIMUM one-day move over last 12 Q’s (8.1%): 35.47 to 41.73
Based on DOWN max only (-3.9%): 37.09

Open to requests for other symbols.

STT earnings analysis

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

Oct. 18, 2019 BO +6.09%
July 19, 2019 BO +6.73% Biggest UP
April 23, 2019 BO -4.34%
Jan. 18, 2019 BO +0.35%
Oct. 19, 2018 BO -8.53% Biggest DOWN
July 20, 2018 BO -7.40%
April 20, 2018 BO -4.33%
Jan. 23, 2018 BO +2.92%
Oct. 23, 2017 BO -2.97%
July 26, 2017 BO +1.88%
April 26, 2017 BO +3.63%
Jan. 25, 2017 BO -3.37%

Avg (+ or -) 4.38%
Bias -0.78%, negative bias on earnings.

With stock at 80.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.01 to 83.99
Based on AVERAGE one-day move over last 12 quarters: 76.50 to 83.50
Based on MAXIMUM one-day move over last 12 Q’s (8.5%): 73.18 to 86.82
Based on UP max only (+6.7%): 85.38

Open to requests for other symbols.

SPX 1 dte

#SPX1dte Sold $SPX Jan 17th 3255/3275-3330/3350 condors for .90, IV 8.32%, SPX 3308

DAL, NEM, SLB, CAH

 

STO. DAL 31 Jan 20 60 PUT @.36..
STO. NEM 31 Jan 20 43 PUT @.40..
Rolled SLB 17 Jan 39 Put to 21 FEB 37.5 PUT @.18 Credit….Jan 17 sold 1/3 @.60

One from yesterday

STO CAH 31 JAN 20 52 PUT @.50

#shortputs

ILMN LABU

#ShortPuts

Bought to Close ILMN JAN 24 2020 300.0 Put @ .25 (sold for 3.60)
Bought to Close LABU JAN 17 2020 50.0 Put @ .05 (sold for 1.45)

#earnings #closing AA Yesterday bought…

#earnings #closing AA

Yesterday bought a Jan. 17 strangle for .53. Sold the put for .95 with AA going down 1.50.

TSLA

BTO Jan 31 490/492.50 Call Spread $1.35 #supercharger

ISRG

BTC $ISRG Jan 17 2020 550/560 #BuPS @0.10. Was STO 1/6/2020 @1.25.

STO $ISRG Feb 21 2020 550/560 #BuPS @1.25. Stock at ~601.70. Short put at 16 delta. Earnings 1/20/2020.

PNC

STC Dbl Cal $0.07 Bought 1-14 $0.48

FAST earnings analysis

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

Oct. 11, 2019 BO +17.15% Biggest UP
July 11, 2019 BO -2.84%
April 11, 2019 BO +5.04%
Jan. 17, 2019 BO +5.94%
Oct. 10, 2018 BO -7.13%
July 11, 2018 BO +10.05%
April 11, 2018 BO -6.19%
Jan. 17, 2018 BO -5.84%
Oct. 11, 2017 BO -0.78%
July 12, 2017 BO -1.99%
April 12, 2017 BO -8.04% Biggest DOWN
Jan. 18, 2017 BO +5.80%

Avg (+ or -) 6.40%
Bias 0.93%, positive bias on earnings.

With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.63 to 39.37
Based on AVERAGE one-day move over last 12 quarters: 34.63 to 39.37 (exactly the same)
sed on MAXIMUM one-day move over last 12 Q’s (17.2%): 30.65 to 43.35
Based on DOWN max only (-8.0%): 34.03

Open to requests for other symbols.

LK

BTC LK 21 FEB 20 30 PUT @.45….STO 2/8 @1.15