#Earnings Based on pre-market I set my first order for 3 of my 9 options to close too cheaply.
Sold (3) $TWTR Feb 7th 33.5 calls for 3.50. Then a few minutes later sold (5) for 4.60. Only 1 left.
#LongStrangles bought for 3.05 yesterday.
Monthly Archives: February 2020
GSX SAVE Puts / AAPL BUPS Closed / OKTA PLAN Calls Rolled / SPX Campaign
#shortputs
$GSX STO 2/21/30 puts at 31
$SAVE BTC 2/21 40 put at .60. STO 1/13 at 2.35
#bups
$AAPL BTC 2/21 340/350 BUPS at .50. STO 1/28 for 1.91
#coveredcalls
$OKTA BTC 2/7 132 and STO 2/14 134 at added .40. Too bad stock tanked.
$PLAN BTC 2/21 and STO 3/20 65 at .40 debit. Then stock tanked. Quite the pattern. )-:
#optionsexpiration #spx1-dte
3245/3445/3340/3360
Thank you @jeffcp66
Slowing the DRIP
Bought to close 3/20 184 call @ .85. Sold for 2.75 on 1/31.
TWTR earnings analysis & trade
#Earnings $TWTR reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 24, 2019 BO -20.80% Biggest DOWN
July 26, 2019 BO +8.91%
April 23, 2019 BO +15.64%
Feb. 7, 2019 BO -9.83%
Oct. 25, 2018 BO +15.46%
July 27, 2018 BO -20.54%
April 25, 2018 BO -2.36%
Feb. 8, 2018 BO +12.15%
Oct. 26, 2017 BO +18.49% Biggest UP
July 27, 2017 BO -14.12%
April 26, 2017 BO +7.91%
Feb. 9, 2017 BO -12.33%
Avg (+ or -) 13.21%
Bias -0.12%, no significant bias on earnings.
With stock at 33.25 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 29.93 to 36.57
Based on AVERAGE one-day move over last 12 quarters: 28.86 to 37.64
Based on MAXIMUM one-day move over last 12 Q’s (20.8%): 26.33 to 40.17
Based on UP max only (+18.5%): 39.40
Open to requests for other symbols.
CTSH earnings analysis
#Earnings $CTSH reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 30, 2019 AC +1.75%
July 31, 2019 AC +1.94%
May 2, 2019 AC -11.04% Biggest DOWN
Feb. 6, 2019 BO +4.62%
Oct. 30, 2018 BO -3.90%
Aug. 2, 2018 BO -6.37%
May 7, 2018 BO -5.24%
Feb. 7, 2018 BO +3.54%
Nov. 1, 2017 BO -2.81%
Aug. 3, 2017 BO +2.08%
May 5, 2017 BO +4.06%
Feb. 8, 2017 BO +4.94% Biggest UP
Avg (+ or -) 4.36%
Bias -0.54%, negative bias on earnings.
With stock at 64.90 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 61.81 to 67.99
Based on AVERAGE one-day move over last 12 quarters: 62.07 to 67.73
Based on MAXIMUM one-day move over last 12 Q’s (11.0%): 57.74 to 72.06
Based on UP max only (+4.9%): 68.11
Open to requests for other symbols.
TTD
Down 5% today. STO March 20, 230 put at 5.30 but earnings are on 2/27, stock is at 287
TSLA call spread
Sold $TSLA 3/20 900/920 bear call spread @ 4.00
ALB
STO March 20, 80 puts at 2.61 with stock at 86.25 , earnings are on Feb. 19, they mine lithium used in batteries.
What have I done
This premium is almost as insane as the stock’s move. Finally jumping in; it’s hard to believe I can’t be confident in this trade!
Sold $TSLA Feb 14th 550/1300 #ShortStrangles for 9.825
#earningsDIS BTC DIS IC .14…
#earningsDIS
BTC DIS IC .14
STO yesterday for .99
REGN earnings analysis
#Earnings $REGN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 5, 2019 BO +6.93%
Aug. 6, 2019 BO +0.23%
May 7, 2019 BO -6.34% Biggest DOWN
Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%
Avg (+ or -) 3.57%
Bias 0.80%, positive bias on earnings.
With stock at 367.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 348.22 TO 386.78
Based on AVERAGE one-day move over last 12 quarters: 354.39 TO 380.61
Based on MAXIMUM one-day move over last 12 Q’s (7.0%): 341.81 TO 393.19
Based on DOWN max only (-6.3%): 344.20
Open to requests for other symbols.
Closing NUGT
Bought to close:
$NUGT 6/19 47 call @ 1.51. Sold for 3.85 on 12/24.
$NUGT 6/19 51 call @ 1.17. Sold for 4.00 on 12/30.
SPX 1-dte
#SPX1dte Sold to Open $SPX Feb 5th 3225/3245-3340/3360 condors for .95, IV 12.89%, SPX 3304, deltas -.06, .06
CMG
BTO Feb 7 932.5/940.0/974.5 Call BF $0.25 Earnings expected move.
AMD, SQ, XBI
BTC AMD 28 FEB 43 PUT @.30…STO 1/29 @.79…Thanks @ramie77
BTC SQ 21 FEB 70 PUT @.15…STO 1/29 @.55…
BTC XBI 21 FEB 85 PUT @.40…STO 1/24 @1.05…
BEAT
STO March 20, 50 put at 2.66, earnings are on Feb. 19
CMG Jade Lizard
#jadelizard #earnings
$CMG STO 2/7 820 put and STO 900/910 BECS at total credit of 9.75 Thanks for the data @jeffcp66
#earnings #closing CMI Yesterday bought…
MEI
Rolled MEI Feb-21-2020 35 #CoveredCall // Mar-20-2020 35 @0.95.
EXAS REGN ROKU
#ShortPuts – Gonna be out most of the week except to check in for a quick earnings trade hopefully. Taking some risk off on the big bounce…
EXAS: Earnings next week so getting completely out to re-sell then. I guessed wrong on the date when originally selling this one.
Bought to Close EXAS FEB 14 2020 87.5 Put @ 1.70 (sold for 2.20)
REGN: Assigned stock at 380 and rode it to 280 and back to 400 and back to 320 selling around it the whole time 🙂 Unloading stock on this bounce to get within 5.80 of even. Earnings this week so I’ll re-enter then.
Sold shares @ 350.00
ROKU: Earnings next week so booking this week.
Bought to Close ROKU FEB 7 2020 120.0/100.0 Bull Put Spreads @ .40 (sold for 2.15)
WORK
STO $WORK 25 Mar-20-2020 #CoveredCalls @0.75
CMG earnings analysis
#Earnings $CMG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 22, 2019 AC -5.15%
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%
Avg (+ or -) 7.84%
Bias 0.91%, positive bias on earnings.
With stock at 880.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 824.29 to 935.71
Based on AVERAGE one-day move over last 12 quarters: 811.02 to 948.98
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 664.93 to 1095.07
Based on DOWN max only (-14.6%): 751.70
Open to requests for other symbols.
#closing #shortputs TSLA I’m a…
#closing #shortputs TSLA
I’m a long long way from anything reasonable in TSLA.
Today sold Feb. 21, 700 put for 28.55. After this crazy move today I bought it back for 24.10. I’ll look at it again tomorrow.
SPX 4-dte
#SPX1dte Yes, I’m going for a bearish trade again. My sentiment was accurate last week but buying a put spread was the wrong play. It did carry less risk, but had I sold a call spread like this it would have worked.
Sold $SPX Feb 7th 3300/3325 call spreads for 4.30.
#earnings #shortstrangles CMI Sold Feb….
Sold Feb. 21, 150/175 strangle for 1.49, inside of 1 day max moves, stock at 164.
Thanks for ther data Jeff.
CMI earnings analysis
#Earnings $CMI reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 29, 2019 BO -1.61%
July 30, 2019 BO -5.05%
April 30, 2019 BO +1.30%
Feb. 6, 2019 BO -0.31%
Oct. 30, 2018 BO +2.29%
July 31, 2018 BO +4.08%
May 1, 2018 BO -4.11%
Feb. 6, 2018 BO -2.33%
Oct. 31, 2017 BO -1.92%
Aug. 1, 2017 BO -5.64% Biggest DOWN
May 2, 2017 BO +6.09% Biggest UP
Feb. 9, 2017 BO +3.06%
Avg (+ or -) 3.15%
Bias -0.35%, negative bias on earnings.
With stock at 164.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 157.24 to 170.76
Based on AVERAGE one-day move over last 12 quarters: 158.84 to 169.16
Based on MAXIMUM one-day move over last 12 Q’s (6.1%): 154.01 to 173.99
Based on DOWN max only (-5.6%): 154.75
FYI, 5-day Max moves are +7.95% and -9.58%.
Open to requests for other symbols.
TRADES:
I BTC 2/7/20 7.5 CALLS @.05 STO @.35
I STO 2/14/20 4.5 CALLS @.30
SYY BTO STOCK @77.33 & 77.55 Had a big drop today.
MRVL ROKU ZM Calls / NEWT Assigned Early / GSX Put Closed
#coveredcalls
$MRVL STO 2/21 25 call at .60
$ROKU STO 2/7 25 call at 1.60
$ZM STO 2/7 78 call at 1.25
#shortputs #earlyassignment
$NEWT 2/21 22.50 assigned. Basis 22.05. Stock at 20.73. Ooops
$GSX BTC 2/21 30 put at $2.00. STO on 1/23 at 2.60. Corona aversion.
#earnings #closing #pain TSLA Jan….
GOOGL earnings analysis
#Earnings $GOOGL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 28, 2019 AC -2.19%
July 25, 2019 AC +9.62% Biggest UP
April 29, 2019 AC -7.50% Biggest DOWN
Feb. 4, 2019 AC +0.91%
Oct. 25, 2018 AC -1.79%
July 23, 2018 AC +3.89%
April 23, 2018 AC -4.76%
Feb. 1, 2018 AC -5.28%
Oct. 26, 2017 AC +4.26%
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Jan. 26, 2017 AC -1.39%
Avg (+ or -) 4.02%
Bias -0.29%, small negative bias on earnings.
With stock at 1470.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1390.91 to 1549.09
Based on AVERAGE one-day move over last 12 quarters: 1410.92 to 1529.08
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 1328.59 to 1611.41
Based on DOWN max only (-7.5%): 1359.75
FYI, 5-day Max moves are +8.10% and -8.23%, so not much difference.
Open to requests for other symbols.
TSLA
BTC $TSLA 490/500 Feb 21 #BuPS @0.20. Was STO 1/29 @2.1
SPX closed
#SPX1dte BTC $SPX Feb 3rd 3105 puts for .05. Condors sold Friday for 1.25. I’ll let the 3285 call side expire.
Options Bistro 