#SPX1dte Expired worthless: $SPX Apr 28th 4115/4135-4230/4250 iron condor, sold yesterday for 1.15.
#SPX7dteLong Expiring with max credit of 20.00: Apr 28th 4140/4160 call spreads, sold last Thursday for 16.95.
Daily Archives: Wednesday, April 28, 2021
AMZN earnings analysis for TOMORROW
#Earnings $AMZN reports TOMORROW (Thursday) after the bell. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 2, 2021 AC -1.99%
Oct. 29, 2020 AC -5.44%
July 30, 2020 AC +3.69%
April 30, 2020 AC -7.59%
Jan. 30, 2020 AC +7.37% Biggest UP
Oct. 24, 2019 AC -1.09%
July 25, 2019 AC -1.55%
April 25, 2019 AC +2.54%
Jan. 31, 2019 AC -5.38%
Oct. 25, 2018 AC -7.81% Biggest DOWN
July 26, 2018 AC +0.51%
April 26, 2018 AC +3.60%
Avg (+ or -) 4.05%
Bias -1.10%, negative bias on earnings.
With stock at 3475.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 3326.44 to 3623.56
Based on AVERAGE one-day move over last 12 quarters: 3334.38 to 3615.62
Based on MAXIMUM one-day move over last 12 Q’s (7.8%): 3203.60 to 3746.40
Based on UP max only (+7.4%): 3731.11
Open to requests for other symbols.
TLRY Calls
Writing against some deep in the money short puts as if I already owned the stock:
Sold TLRY Apr 30 2021 19.5 Calls at $0.31
Sold TLRY May 14 2021 24.0 Calls at $0.41
FB earnings analysis
#Earnings $FB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 27, 2021 AC -2.62%
Oct. 29, 2020 AC -6.30%
July 30, 2020 AC +8.17%
April 29, 2020 AC +5.41%
Jan. 29, 2020 AC -6.13%
Oct. 30, 2019 AC +1.80%
July 24, 2019 AC -1.93%
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81% Biggest UP
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC +9.06%
Avg (+ or -) 6.74%
Bias 0.75%, slight positive bias on earnings.
With stock at 306.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 291.03 to 322.97
Based on AVERAGE one-day move over last 12 quarters: 285.39 to 326.61
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 247.98 to 364.02
Based on UP max only (+10.8%): 339.08
Open to requests for other symbols.
AAPL earnings analysis
#Earnings $AAPL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 27, 2021 AC -3.49%
Oct. 29, 2020 AC -5.60%
July 30, 2020 AC +10.46% Biggest UP
April 30, 2020 AC -1.60%
Jan. 28, 2020 AC +2.09%
Oct. 30, 2019 AC +2.26%
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83%
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Avg (+ or -) 4.68%
Bias 1.80%, positive bias on earnings.
With stock at 133.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 128.55 to 138.45
Based on AVERAGE one-day move over last 12 quarters: 127.25 to 139.75
Based on MAXIMUM one-day move over last 12 Q’s (10.5%): 119.54 to 147.46
Based on DOWN max only (-6.6%): 124.65
Open to requests for other symbols.
#TQQQ STO TQQQ 30 APR…
STO TQQQ 30 APR 2021 106.5 PUT @1.44
TQQQ Put Close
#shortputs
$TQQQ BTC 4/30 105 put at .85. STO at 3.25 on 4/19. Thank you @jsd501
LABU
Sold LABU Apr 30 2021 78.0 Put at $1.25.
Sold LABU Apr 30 2021 75.0 Put at $0.95.
This turns two short calls for this week into short strangles.
TQQQ,
BTC June 18, 22.5 puts at .05, sold at 2.53, these were the old 45 puts before the split.
Options Bistro 