SPX 1-dte

#SPX1dte Sold to Open $SPX Feb 14th 3310/3330-3405/3425 condors for 1.05, IV 10.76%, SPX 3378, deltas -.07, +.07

ROKU earnings analysis

#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over the last 9 quarters (its entire history).

Nov. 6, 2019 AC -16.01%
Aug. 7, 2019 AC +20.85%
May 8, 2019 AC +28.11%
Feb. 21, 2019 AC +25.23%
Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP

Avg (+ or -) 23.13%
Bias 10.30%, strongly positive bias on earnings.

With stock at 140.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 117.10 to 162.90
Based on AVERAGE one-day move over last 9 quarters: 107.62 to 172.38
Based on MAXIMUM one-day move over last 9 Q’s (54.9%): 63.10 to 216.90
Based on DOWN max only (-22.3%): 108.79

Open to requests for other symbols.

TSLA calls

#ShortCalls Sold to Open $TSLA Feb 28th 1100 calls for 5.00. Will look to add a put side on next pull back.

YELP “double calendar”

#Earnings #DoubleCalendar in quotes because I placed them near the expected moves rather than ATM. So maybe call it #EMDC. YELP tends to move, but rather not risk the $4+ to buy a Straddle.

Bought $YELP Feb14/Feb21 39 #CallCalendar for .17
Bought $YELP Feb14/Feb21 31 #PutCalendar for .133

You may be able to get these a bit cheaper. I bid below mid-price and was filled instantly on both.

ANET earnings analysis

#Earnings $ANET reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Oct. 31, 2019 AC -24.23% Biggest DOWN
Aug. 1, 2019 AC -10.32%
May 2, 2019 AC -10.43%
Feb. 14, 2019 AC +9.62%
Nov. 1, 2018 AC +6.97%
Aug. 2, 2018 AC -5.26%
May 3, 2018 AC -8.51%
Feb. 15, 2018 AC -18.98%
Nov. 2, 2017 AC +11.21%
Aug. 3, 2017 AC +19.43% Biggest UP
May 4, 2017 AC +3.22%
Feb. 16, 2017 AC +18.85%

Avg (+ or -) 12.25%
Bias -0.70%, slight negative bias on earnings.

With stock at 232.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 208.47 to 256.53
Based on AVERAGE one-day move over last 12 quarters: 204.45 to 261.55
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 176.54 to 289.46
Based on UP max only (+19.4%): 278.27

Open to requests for other symbols.

YELP earnings analysis

#Earnings $YELP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 7, 2019 AC +15.43%
Aug. 8, 2019 AC +5.20%
May 9, 2019 AC -14.37%
Feb. 13, 2019 AC -0.70%
Nov. 8, 2018 AC -26.59% Biggest DOWN
Aug. 8, 2018 AC +26.65%
May 10, 2018 AC -7.81%
Feb. 7, 2018 AC -14.04%
Nov. 1, 2017 AC -0.10%
Aug. 3, 2017 AC +27.66% Biggest UP
May 9, 2017 AC -18.35%
Feb. 9, 2017 AC -13.64%

Avg (+ or -) 14.21%
Bias -1.72%, slight negative bias on earnings.

With stock at 35.30 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.81 to 39.79
Based on AVERAGE one-day move over last 12 quarters: 30.28 to 40.32
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 25.54 to 45.06
Based on DOWN max only (-26.6%): 25.91

Open to requests for other symbols.

NVDA earnings analysis

#Earnings $NVDA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.

Nov. 14, 2019 AC -2.66%
Aug. 15, 2019 AC +7.25%
May 16, 2019 AC -2.28%
Feb. 14, 2019 AC +1.81%
Nov. 15, 2018 AC -18.75% Biggest DOWN
Aug. 16, 2018 AC -4.90%
May 10, 2018 AC -2.15%
Feb. 8, 2018 AC +6.69%
Nov. 9, 2017 AC +5.26%
Aug. 10, 2017 AC -5.32%
May 9, 2017 AC +17.82% Biggest UP
Feb. 9, 2017 AC -2.37%

Avg (+ or -) 6.44%
Bias 0.03%, no significant bias on earnings.

With stock at 270.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 251.44 to 288.56
Based on AVERAGE one-day move over last 12 quarters: 252.62 to 287.38
Based on MAXIMUM one-day move over last 12 Q’s (18.8%): 219.38 to 320.63
Based on UP max only (+17.8%): 318.11

Open to requests for other symbols.