Jeff 6:46 am on Tuesday, February 11, 2020
Tags: Earnings ( 3,111 )

SHOP earnings analysis

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

Oct. 29, 2019 BO -3.81%
Aug. 1, 2019 BO +7.39%
April 30, 2019 BO +7.85%
Feb. 12, 2019 BO +1.37%
Oct. 25, 2018 BO +12.03% Biggest UP
July 31, 2018 BO -6.66%
May 1, 2018 BO -4.45%
Feb. 15, 2018 BO +0.28%
Oct. 31, 2017 BO -9.02% Biggest DOWN
Aug. 1, 2017 BO +5.77%
May 2, 2017 BO +7.40%
Feb. 15, 2017 BO +8.13%

Avg (+ or -) 6.18%
Bias 2.19%, positive bias on earnings.

With stock at 497.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 451.53 to 543.47
Based on AVERAGE one-day move over last 12 quarters: 466.75 to 528.25
Based on MAXIMUM one-day move over last 12 Q’s (12.0%): 43765 to 557.35
Based on DOWN max only (-9.0%): 452.63

Open to requests for other symbols.

Jeff 6:42 am on Tuesday, February 11, 2020
Tags: Earnings ( 3,111 )

EXAS earnings analysis

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

Oct. 29, 2019 AC -7.28%
July 30, 2019 AC -2.35%
April 30, 2019 AC -1.48%
Feb. 21, 2019 AC +10.51%
Oct. 30, 2018 AC +10.32%
Aug. 1, 2018 AC -12.66% Biggest DOWN
April 26, 2018 AC +11.63%
Feb. 22, 2018 AC -5.82%
Oct. 30, 2017 AC +9.76%
July 25, 2017 AC +6.21%
April 27, 2017 BO +26.63% Biggest UP
Feb. 21, 2017 BO +12.55%

Avg (+ or -) 9.77%
Bias 4.84%, positive bias on earnings.

With stock at 97.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.87 to 105.13
Based on AVERAGE one-day move over last 12 quarters: 87.53 to 106.47
Based on MAXIMUM one-day move over last 12 Q’s (26.6%): 71.17 to 122.83
Based on DOWN max only (-12.7%): 84.72

Open to requests for other symbols.

Jeff 1:00 pm on Monday, February 10, 2020
Tags: SPX1dte ( 1,714 )

SPXpired

#SPX1dte Expired: $SPX Feb 10th 3245/3265-3360/3380 condors, sold Friday for 1.25.

More all-time highs. Who could have guessed?

Jeff 12:38 pm on Monday, February 10, 2020
Tags: ShortStrangles ( 716 )

TSLA closing

BTC $TSLA Feb 14th 550/1300 #ShortStrangles for 1.47. Sold for 9.82 last Wednesday. Holding one more per account until tomorrow or Wednesday, then I will look for another strangle.

When the stock peaked at 820 this morning, and the Feb 21st 1100 calls were going for 11.00. Then, when the stock bottomed near 750.00 a couple hours later, that option was under 4.50. So still, incredible swings in option volatility.

Jeff 7:21 am on Monday, February 10, 2020
Tags: Earnings ( 3,111 )

UAA earnings analysis

#Earnings $UAA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. I chose $UAA over $UA due to higher daily volume.

Nov. 4, 2019 BO -18.92%
July 30, 2019 BO -12.24%
May 2, 2019 BO +3.53%
Feb. 12, 2019 BO +6.88%
Oct. 30, 2018 BO +27.70% Biggest UP
July 26, 2018 BO +4.55%
May 1, 2018 BO +1.52%
Feb. 13, 2018 BO +17.35%
Oct. 31, 2017 BO -23.70%
Aug. 1, 2017 BO -4.52%
April 27, 2017 BO +9.94%
Jan. 31, 2017 BO -25.74% Biggest DOWN

Avg (+ or -) 13.05%
Bias -1.14%, negative bias on earnings.

With stock at 20.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 18.22 to 23.18
Based on AVERAGE one-day move over last 12 quarters: 18.00 to 23.40
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 14.97 to 26.43
Based on DOWN max only (-25.7%): 15.37

NOTE: 5-day max moves are -28.47% and +30.29%

Open to requests for other symbols.

Jeff 2:14 pm on Saturday, February 8, 2020

Episode 1 – Billie Eilish, Rush, Grammys in review, Shakira vs. J.Lo

New Pick: Billie Eilish / Old Pick: Rush / Movie Picks: Oscar best picture / Grammy Picks – Blood Sweat & Tears vs. The Beatles vs. Milli Vanilli / Superbowl Pick: Shakira vs J.Lo / Bourbon Picks. Go to https://thepickcast.com/ for playlists and more info.

Jeff 12:23 pm on Friday, February 7, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Feb 10th 3245/3265-3360/3380 condors for 1.25. IV: 9.12%, SPX 3328, deltas: -.07, .08.

Expiring: Feb 7th 3280/3300-3370/3390 condors, sold yesterday for 1.10.

Selling long Feb 7th 3225 calls or letting them expire for a (hopeful) credit, after having covered the short 3300’s yesterday. Legging out worked against me this time.

Jeff 12:09 pm on Friday, February 7, 2020
Tags: DoubleCalendars ( 8 ), Earnings ( 3,111 )

Closing CTSH

#Earnings Sold to close $CTSH Feb07/Feb14 65 call calendars for .02. #DoubleCalendars bought for .28 on Wednesday. Long puts will be lottery ticket for next week.

Jeff 11:19 am on Friday, February 7, 2020
Tags: FOMC ( 20 )

Econ Calendar for week of 2/10/20

#FOMC Jerome Powell speaks Tuesday morning.

Link to calendar: https://research.investors.com/economic-calendar/

Jeff 11:10 am on Friday, February 7, 2020
Tags: ShortStrangles ( 716 )

TSLA strangle

Bought to close part of my $TSLA Feb 14th 550/1300 #ShortStrangles for 3.467. Sold Wednesday for 9.825.

Probably will wait for Monday before closing more.

Jeff 7:10 am on Friday, February 7, 2020
Tags: VIXIndicator ( 294 )

Downside Warning canceled

#VIXIndicator Forgot to note that yesterday the Downside Warning was canceled when $SPX hit all-time highs. $VIX hasn’t dropped a lot, however, so it may not mean all-clear ahead.

Jeff 5:33 am on Friday, February 7, 2020
Tags: Jobs ( 134 )

January Jobs Report

#Jobs — beating expectations

+225,000 non-farm payroll jobs, vs. 158K expected
Unemployment at 3.6%, up by 0.1%
U6 unemployment at 6.9%, up by 0.2%
Wages up 0.2%, to 3.1% year over year
Labor force participation 63.4%, up by 0.2%

December revised up from 145K to 147K
November revised up from 256K to 261K

Jeff 12:19 pm on Thursday, February 6, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Feb 7th 3280/3300-3370/3390 for 1.10. IV: 10.46%, SPX SPX 3343, deltas: -.07, .08

Jeff 11:16 am on Thursday, February 6, 2020
Tags: ShortStrangles ( 716 )

TSLA strangle

Yesterday morning I sold the $TSLA Feb 14th 550/1300 #ShortStrangles for 9.825. When the stock peaked around 780 today, these two options were about equal in value… despite the put being 230 points away, and the call being 520 points away! Stock action is indicating that the super crazy moves may be subsiding, despite the heavy skew to the call side. I’m looking to sell another one in the Feb 21st expiration, but I will likely wait until tomorrow. Would like to see this one get at least to 4.90 (50%) before I consider closing.

Since the price target is now $7,000 in 5 years, would love to get a long LEAP but the highest strikes are 1880 and going for 40.00-ish.

Jeff 8:50 am on Thursday, February 6, 2020
Tags: Earnings ( 3,111 )

PINS earnings analysis & trade

#Earnings $PINS reports tonight. Below are details on earnings one-day moves over its 3 quarters of existence.

Oct. 31, 2019 AC -17.02%
Aug. 1, 2019 AC +18.62%
May 16, 2019 AC -13.48%

Avg (+ or -) 16.37%
Bias -3.96%, negative bias on earnings.

With stock at 22.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 19.79 to 25.71
Based on AVERAGE one-day move over last 3 quarters: 19.03 to 26.47
Based on MAXIMUM one-day move over last 3 Q’s (18.6%): 18.51 to 26.99
Based on DOWN max only (-17.0%): 18.88

Open to requests for other symbols.

Jeff 8:18 am on Thursday, February 6, 2020

Earnings chart error: BIDU

$BIDU is reporting on Feb 27.

Jeff 8:11 am on Thursday, February 6, 2020
Tags: Earnings ( 3,111 )

UBER earnings analysis & trade

#Earnings $UBER reports tonight. Below are details on earnings one-day moves over its 3 quarters of existence.

Nov. 4, 2019 AC -9.84%
Aug. 8, 2019 AC -6.79%
May 30, 2019 AC +1.53%

Avg (+ or -) 6.05%
Bias -5.03%%, negative bias on earnings.

With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 33.88 to 40.12
Based on AVERAGE one-day move over last 3 quarters: 34.76 to 39.24
Based on MAXIMUM one-day move over last 3 Q’s (9.8%): 33.36 to 40.64
Based on UP max only (+1.5%): 37.57

Open to requests for other symbols.

Jeff 6:45 am on Thursday, February 6, 2020
Tags: SPX1dte ( 1,714 )

Living on the edge

#SPX1dte BTC $SPX Feb 7th 3300 call for 37.80.

This was the short spread I sold Monday for 4.30. I must have been high on hopium the next day when I was clearly wrong and didn’t close it.

And today I must be higher because I’m trying to leg out. But if the pattern repeats itself, we get a small sell off from morning gap-up down to flat, then we rally rest of day. So hopefully now my long 3325 calls will rally higher and I will lessen the closing price of the spread from its current 20.00 down closer to 10.00.

Jeff 6:35 am on Thursday, February 6, 2020
Tags: Earnings ( 3,111 ), LongStrangles ( 6 )

TWTR closing

#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.

Jeff 12:49 pm on Wednesday, February 5, 2020
Tags: Earnings ( 3,111 ), LongStrangles ( 6 )

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.

#longstrangles

Jeff 9:44 am on Wednesday, February 5, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

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.

#doublecalendar

Jeff 6:57 am on Wednesday, February 5, 2020
Tags: ShortStrangles ( 716 )

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

Jeff 6:41 am on Wednesday, February 5, 2020
Tags: Earnings ( 3,111 )

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.

Jeff 11:41 am on Tuesday, February 4, 2020
Tags: SPX1dte ( 1,714 )

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

Jeff 6:40 am on Tuesday, February 4, 2020
Tags: BUPS ( 400 ), Earnings ( 3,111 )

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.

#bups

Jeff 12:42 pm on Monday, February 3, 2020
Tags: SPX1dte ( 1,714 )

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.

Jeff 11:49 am on Monday, February 3, 2020
Tags: Earnings ( 3,111 )

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.

Jeff 7:08 am on Monday, February 3, 2020
Tags: Earnings ( 3,111 )

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.

Jeff 6:33 am on Monday, February 3, 2020
Tags: SPX1dte ( 1,714 )

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.

Jeff 12:40 pm on Friday, January 31, 2020
Tags: VXXGame ( 769 )

VXX shorts

#VXXGame First VXX shorts of the year: Sold $VXX Apr 18 calls for 2.00. Against long 25 and 27 calls.

Jeff 12:39 pm on Friday, January 31, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Feb 3rd 3085/3105-3285/3305 condors for 1.25. IV 18.15%, SPX 3218, deltas -.06, .06

(Hopefully) expiring: Jan 31st 3210/3190-3305/3325 condors, sold yesterday for 1.30.

Jeff 10:58 am on Friday, January 31, 2020
Tags: ContangoETFs ( 446 )

DRIPity rocketing

#ContangoETFs Following a few folks, filled forthwith: March 20th 184 calls for 3.05.

Jeff 10:54 am on Friday, January 31, 2020
Tags: VIXIndicator ( 294 )

Highs and lows

#VIXIndicator New $VIX highs, new $SPX lows today. SPX now negative on year, lowest levels since January 6th. Highest VIX since Oct 10th.

Jeff 10:44 am on Friday, January 31, 2020
Tags: Jobs ( 134 )

Econ Calendar for week of 2/3/20

#Jobs report is Friday before the open

Link to calendar: https://research.investors.com/economic-calendar/

Jeff 10:32 am on Friday, January 31, 2020
Tags: VXXGame ( 769 )

UVXY sold

#VXXGame Sold $UVXY March 20th 15 calls for 2.14. My first short positions of the year against 25 and 35 long calls bought in recent weeks.

Jeff 12:20 pm on Thursday, January 30, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Jan 31st 3190/3210-3305/3325 condors for 1.30, IV 13.99%, SPX 3267, deltas -.08, .06

Jeff 11:59 am on Thursday, January 30, 2020
Tags: SPX1dte ( 1,714 )

SPX bearish closed

#SPX1dte Sold to close $SPX Jan 31st 3200/3180 put spreads for .80. Bought Tuesday for 2.65.

Jeff 11:58 am on Thursday, January 30, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

HSY closed

#Earnings STC $HSY Jan31/Feb07 150/152.5 #DoubleCalendar for .417. Bought yesterday for .69.

Jeff 10:49 am on Thursday, January 30, 2020
Tags: Earnings ( 3,111 ), IronButterfly ( 141 )

AMZN IB

#Earnings Sold to Open $AMZN Jan 31st 1840/1860/1880 #IronButterfly for 18.50. Narrowed to 20 from my usual 30-wide to reduce risk.

Jeff 10:00 am on Thursday, January 30, 2020
Tags: ContangoETFs ( 446 )

DRIP up

#ContangoETFs Sold $DRIP June 19th 150 calls for 12.75.

Jeff 6:56 am on Thursday, January 30, 2020
Tags: Earnings ( 3,111 )

AMZN earnings analysis

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

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%
Feb. 1, 2018 AC +2.87%
Oct. 26, 2017 AC +13.21% Biggest UP
July 27, 2017 AC -2.48%
April 27, 2017 AC +0.71%
Feb. 2, 2017 AC -3.54%

Avg (+ or -) 3.77%
Bias 0.13%, no significant bias on earnings.

With stock at 1865.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1798.07 to 1931.93
Based on AVERAGE one-day move over last 12 quarters: 1794.61 to 1935.39
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1618.63 to 2111.37
Based on DOWN max only (-7.8%): 1719.34

Open to requests for other symbols.

Jeff 1:00 pm on Wednesday, January 29, 2020
Tags: SPX1dte ( 1,714 )

SPXpire

#SPX1dte Expired: $SPX Jan 29th 3195/3215-3320/3340 condors, sold for 1.00 yesterday.

Jeff 12:51 pm on Wednesday, January 29, 2020
Tags: CallButterfly ( 17 ), Earnings ( 3,111 )

TSLA call butterfly

#Earnings A cheap long shot: Bought to open $TSLA Jan 31st 592.5/600/607.5 #CallButterfly for .281 (avg price).

Jeff 12:46 pm on Wednesday, January 29, 2020
Tags: Earnings ( 3,111 )

AAPL call side closed

#Earnings BTC $AAPL Jan 31st 335/337.5 call spreads for .149 (avg price). Sold condors yesterday for .61. I’m letting 290/287.5 put side expire.

Jeff 12:23 pm on Wednesday, January 29, 2020
Tags: Earnings ( 3,111 )

TSLA earnings analysis

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

Oct. 23, 2019 AC +17.66% Biggest UP
July 24, 2019 AC -13.61% Biggest DOWN
April 24, 2019 AC -4.26%
Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18%
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62%
Nov. 1, 2017 AC -6.79%
Aug. 2, 2017 AC +6.50%
May 3, 2017 AC -5.00%
Feb. 22, 2017 AC -6.40%

Avg (+ or -) 8.35%
Bias -0.11%, no significant bias on earnings.

With stock at 586.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 524.30 to 648.70
Based on AVERAGE one-day move over last 12 quarters: 537.73 to 635.77
Based on MAXIMUM one-day move over last 12 Q’s (17.7%): 483.13 to 690.37
Based on DOWN max only (-13.6%): 506.89

Open to requests for other symbols.

Jeff 11:19 am on Wednesday, January 29, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

HSY earnings analysis & trade

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

Oct. 24, 2019 BO -2.23%
July 25, 2019 BO +2.01%
April 25, 2019 BO +4.58%
Jan. 31, 2019 BO +0.49%
Oct. 25, 2018 BO -4.92%
July 26, 2018 BO +7.35% Biggest UP
April 26, 2018 BO -0.26%
Feb. 1, 2018 BO -5.94% Biggest DOWN
Oct. 26, 2017 BO -5.27%
July 26, 2017 BO -1.34%
April 26, 2017 BO -0.88%
Feb. 3, 2017 BO +1.31%

Avg (+ or -) 3.05%
Bias -0.43%, negative bias on earnings.

With stock at 151.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 145.75 to 157.25
Based on AVERAGE one-day move over last 12 quarters: 146.88 to 156.12
Based on MAXIMUM one-day move over last 12 Q’s (7.4%): 140.36 to 162.64
Based on DOWN max only (-5.9%): 142.50

Open to requests for other symbols.

#doublecalendar

Jeff 7:15 am on Wednesday, January 29, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

MCD closed

#Earnings It’s going in the wrong direction, so gotta close.

Sold to close $MCD Jan31/Feb07 212.5 #DoubleCalendar for 1.151 (avg price). Bought yesterday for .839

Jeff 7:04 am on Wednesday, January 29, 2020
Tags: BUPS ( 400 ), Earnings ( 3,111 )

FB earnings analysis

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

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%
Jan. 31, 2018 AC +3.31%
Nov. 1, 2017 AC -2.04%
July 26, 2017 AC +2.91%
May 3, 2017 AC -0.62%
Feb. 1, 2017 AC -1.79%

Avg (+ or -) 5.24%
Bias 1.02%, positive bias on earnings.

With stock at 220.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 208.85 to 231.15
Based on AVERAGE one-day move over last 12 quarters: 208.47 to 231.53
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 178.29 to 261.71
Based on UP max only (+10.8%): 243.78

Open to requests for other symbols.

#bups

Jeff 7:01 am on Wednesday, January 29, 2020
Tags: Earnings ( 3,111 )

MSFT earnings analysis

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

Oct. 23, 2019 AC +1.96%
July 18, 2019 AC +0.14%
April 24, 2019 AC +3.31%
Jan. 30, 2019 AC -1.83% Biggest DOWN
Oct. 24, 2018 AC +5.84%
July 19, 2018 AC +1.79%
April 26, 2018 AC +1.65%
Jan. 31, 2018 AC -0.78%
Oct. 26, 2017 AC +6.41% Biggest UP
July 20, 2017 AC -0.57%
April 27, 2017 AC +0.27%
Jan. 26, 2017 AC +2.34%

Avg (+ or -) 2.24%
Bias 1.71%, positive bias on earnings.

With stock at 166.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 160.28 to 172.72
Based on AVERAGE one-day move over last 12 quarters: 162.77 to 170.23
Based on MAXIMUM one-day move over last 12 Q’s (6.4%): 155.83 to 177.17
Based on DOWN max only (-1.8%): 163.45

Open to requests for other symbols.

Jeff 12:09 pm on Tuesday, January 28, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Jan 29th 3195/3215-3320/3340 condors for 1.00, IV 14.62%, SPX 3280. Short deltas -.06, .06

Jeff 10:00 am on Tuesday, January 28, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

MCD earnings analysis & trade

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

Oct. 22, 2019 BO -5.04% Biggest DOWN
July 26, 2019 BO +0.53%
April 30, 2019 BO +0.22%
Jan. 30, 2019 BO -0.21%
Oct. 23, 2018 BO +6.31% Biggest UP
July 26, 2018 BO -1.73%
April 30, 2018 BO +5.77%
Jan. 30, 2018 BO -2.97%
Oct. 24, 2017 BO +0.33%
July 25, 2017 BO +4.75%
April 25, 2017 BO +5.56%
Jan. 23, 2017 BO -0.71%

Avg (+ or -) 2.84%
Bias 1.07%, positive bias on earnings.

With stock at 212.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 205.74 to 218.26
Based on AVERAGE one-day move over last 12 quarters: 205.97 to 218.03
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 198.62 to 225.38
Based on DOWN max only (-5.0%): 201.32

Open to requests for other symbols.

#doublecalendar

Jeff 7:03 am on Tuesday, January 28, 2020
Tags: Earnings ( 3,111 )

AAPL condor

#Earnings Sold to Open $AAPL Jan 31st 287.5/290-335/337.5 condors for .61. Short strikes outside of previous max moves.

Jeff 6:55 am on Tuesday, January 28, 2020
Tags: Earnings ( 3,111 )

AAPL earnings analysis

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

Oct. 30, 2019 AC +2.26%
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83% Biggest UP
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Feb. 1, 2018 AC -4.33%
Nov. 2, 2017 AC +2.61%
Aug. 1, 2017 AC +4.72%
May 2, 2017 AC -0.30%
Jan. 31, 2017 AC +6.09%

Avg (+ or -) 4.25%
Bias 2.37%, positive bias on earnings.

With stock at 312.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 294.74 to 330.26
Based on AVERAGE one-day move over last 12 quarters: 299.22 to 325.78
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 291.16 to 333.84
Based on DOWN max only (-6.6%): 291.78

Open to requests for other symbols.

Jeff 6:51 am on Tuesday, January 28, 2020
Tags: SPX1dte ( 1,714 )

SPX bearish

#SPX1dte Bought to open $SPX Jan 31st 3200/3180 put spreads for 2.65.

Jeff 3:17 pm on Monday, January 27, 2020
Tags: VIXIndicator ( 294 )

Downside Warning in effect

#VIXindicator The $VIX closed well over 25% higher than Thursday’s close (2-day closing low) so a Downside Warning took effect. Highest VIX readings since October 10th. Expect further downside in the market in the coming days or weeks.

Jeff 12:53 pm on Monday, January 27, 2020
Tags: VXXGame ( 769 )

UVXY hedges

#VXXGame Bought $UVXY March 20th 35 calls for .31. Adding more longs to sell against. Already sold March 25 calls last week, as well as VXX March 25 calls.

I haven’t started selling yet. I’m going to wait for higher volatility…. that may mean I miss out on this current pop, but that’s okay. I’d prefer to wait and possibly miss out, than sell in the early days of a bigger correction.

Jeff 10:19 am on Monday, January 27, 2020
Tags: Earnings ( 3,111 )

MMM earnings analysis

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

Oct. 24, 2019 BO -4.07%
July 25, 2019 BO -0.71%
April 25, 2019 BO -12.94% Biggest DOWN
Jan. 29, 2019 BO +1.94%
Oct. 23, 2018 BO -4.37%
July 24, 2018 BO +0.92%
April 24, 2018 BO -6.83%
Jan. 25, 2018 BO +1.88%
Oct. 24, 2017 BO +5.91% Biggest UP
July 25, 2017 BO -5.05%
April 25, 2017 BO +0.46%
Jan. 24, 2017 BO -1.42%

Avg (+ or -) 3.88%
Bias -2.02%, negative bias on earnings.

With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 169.30 to 185.70
Based on AVERAGE one-day move over last 12 quarters: 170.62 to 184.38
Based on MAXIMUM one-day move over last 12 Q’s (12.9%): 154.53 to 200.46
Based on UP max only (+5.9%): 187.99

Open to requests for other symbols.

Jeff 7:19 am on Monday, January 27, 2020
Tags: Earnings ( 3,111 )

WHR earnings analysis

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

Oct. 22, 2019 AC +0.95%
July 22, 2019 BO +0.10%
April 22, 2019 AC +0.40%
Jan. 28, 2019 AC +9.66% Biggest UP
Oct. 24, 2018 AC +6.78%
July 23, 2018 AC -14.52% Biggest DOWN
April 23, 2018 AC +3.75%
Jan. 24, 2018 AC +2.30%
Oct. 23, 2017 AC -10.54%
July 26, 2017 AC -6.28%
April 25, 2017 BO +3.51%
Jan. 26, 2017 BO -8.54%

Avg (+ or -) 5.61%
Bias -1.04%, negative bias on earnings.

With stock at 147.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 138.29 to 155.71
Based on AVERAGE one-day move over last 12 quarters: 138.75 to 155.25
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 125.66 to 168.34
Based on UP max only (+9.7%): 161.20

Open to requests for other symbols.

Jeff 7:10 am on Monday, January 27, 2020
Tags: Earnings ( 3,111 )

FFIV earnings analysis

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

Oct. 23, 2019 AC +5.50%
July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10% Biggest UP
July 25, 2018 AC +1.07%
April 25, 2018 AC +0.89%
Jan. 24, 2018 AC -5.05%
Oct. 25, 2017 AC +3.97%
July 26, 2017 AC -7.16%
April 26, 2017 AC -7.50%
Jan. 25, 2017 AC -8.25% Biggest DOWN

Avg (+ or -) 4.12%
Bias -1.20%, negative bias on earnings.

With stock at 131.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 123.15 to 138.85
Based on AVERAGE one-day move over last 12 quarters: 125.60 to 136.40
Based on MAXIMUM one-day move over last 12 Q’s (8.3%): 120.19 to 141.81
Based on UP max only (+6.1%): 138.99

Open to requests for other symbols.

Jeff 6:37 am on Monday, January 27, 2020
Tags: SPX1dte ( 1,714 )

SPX stopped

#SPX1dte Bought to close $SPX Jan 27th 3215/3195 put spreads for 1.95. Condors sold for 1.15 on Friday.

Jeff 12:53 pm on Friday, January 24, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Jan 27th 3195/3215-3330/3350 condors for 1.15. IV 11.20%, SPX 3290.

Expiring (a little sweaty) Jan 24th 3265/3285-3350/3370, sold yesterday for .80

Jeff 11:32 am on Friday, January 24, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

CTXS closed

#Earnings Sold to close $CTXS Jan24/Jan31 119 #DoubleCalendar for .05. Bought for .47 on Wednesday. I had three Dub Cal orders working that day. This was the only one that filled, and the only of the three that was a loser! (I closed only the call side. Long puts are a lottery ticket for next week)

Jeff 10:29 am on Friday, January 24, 2020
Tags: Brexit ( 4 ), FOMC ( 20 ), GDP ( 2 )

Econ Calendar for week of 1/27/20

#FOMC meeting announcement on Wednesday
#GDP numbers on Thursday
#Brexit Day on Friday

Link to calendar: https://research.investors.com/economic-calendar/

Jeff 10:19 am on Friday, January 24, 2020
Tags: ContangoETFs ( 446 )

DRIP dip

#ContangoETFs Sold $DRIP March 125 calls for 3.25. This one is on a steady uptrend.

Oil is on track for its worst week since May on fears coronavirus will hit growth. https://t.co/dRu3RW8mqW

— CNBC (@CNBC) January 24, 2020

https://platform.twitter.com/widgets.js

Jeff 12:24 pm on Thursday, January 23, 2020
Tags: Earnings ( 3,111 )

SWKS earnings analysis

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

Nov. 12, 2019 AC -0.44%
Aug. 7, 2019 AC +0.46%
May 2, 2019 AC -3.51%
Feb. 5, 2019 AC +11.49%
Nov. 8, 2018 AC -8.08% Biggest DOWN
July 19, 2018 AC -5.35%
May 3, 2018 AC +4.28%
Feb. 5, 2018 AC +10.44%
Nov. 6, 2017 AC -4.41%
July 20, 2017 AC -0.15%
April 27, 2017 AC -4.28%
Jan. 19, 2017 AC +13.01% Biggest UP

Avg (+ or -) 5.49%
Bias 1.12%, positive bias on earnings.

With stock at 128.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 120.94 to 135.06
Based on AVERAGE one-day move over last 12 quarters: 120.97 to 135.03
Based on MAXIMUM one-day move over last 12 Q’s (13.0%): 111.35 to 144.65
Based on DOWN max only (-8.1%): 117.66

Open to requests for other symbols.

Jeff 12:20 pm on Thursday, January 23, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Jan 24th 3265/3285-3350/3370 condors for .80, IV 9.14%, SPX 3323.

Jeff 7:01 am on Thursday, January 23, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

UAL closed

#Earnings Sold to close $UAL Jan24/Jan31 85 #DoubleCalendar for .85. Bought for .46 on Tuesday.

$CTXS from yesterday not looking good; need a pullback.

Jeff 6:59 am on Thursday, January 23, 2020
Tags: Earnings ( 3,111 )

ISRG earnings analysis

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

Oct. 17, 2019 AC +6.96%
July 18, 2019 AC -1.45%
April 18, 2019 AC -7.00% Biggest DOWN
Jan. 24, 2019 AC -3.93%
Oct. 18, 2018 AC -3.45%
July 19, 2018 AC -0.86%
April 17, 2018 AC +8.17% Biggest UP
Jan. 25, 2018 AC -2.12%
Oct. 19, 2017 AC +3.39%
July 20, 2017 AC -4.55%
April 18, 2017 AC +6.36%
Jan. 24, 2017 AC +5.09%

Avg (+ or -) 4.44%
Bias 0.55%, positive bias on earnings.

With stock at 612.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 594.19 to 630.81
Based on AVERAGE one-day move over last 12 quarters: 585.28 to 639.72
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 562.46 to 662.54
Based on DOWN max only (-7.0%): 569.63

Open to requests for other symbols.

Jeff 10:58 am on Wednesday, January 22, 2020
Tags: DoubleCalemndar, DoubleCalendar ( 209 ), Earnings ( 3,111 )

CTXS earnings analysis & trade

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

Oct. 24, 2019 AC -1.97%
July 24, 2019 AC -5.60%
April 24, 2019 AC -0.93%
Jan. 23, 2019 AC -6.25%
Oct. 24, 2018 AC +2.12%
July 25, 2018 AC +3.45%
April 25, 2018 AC +4.75% Biggest UP
Jan. 31, 2018 AC +0.72%
Oct. 25, 2017 AC -1.49%
Aug. 2, 2017 AC -2.02%
April 26, 2017 AC -3.18%
Jan. 25, 2017 AC -6.49% Biggest DOWN

Avg (+ or -) 3.25%
Bias -1.41%, negative bias on earnings.

With stock at 119.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 114.03 to 124.77
Based on AVERAGE one-day move over last 12 quarters: 115.14 to 122.86
Based on MAXIMUM one-day move over last 12 Q’s (6.5%): 111.28 to 126.72
Based on UP max only (+4.8%): 124.65

Open to requests for other symbols.

#doublecalemndar, #doublecalendar

Jeff 12:39 pm on Tuesday, January 21, 2020
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold $SPX Jan 22nd 3265/3285-3345/3365 condors for .85, IV 8.61%, SPX 3322

Jeff 12:16 pm on Tuesday, January 21, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

UAL earnings analysis & trade

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

Oct. 15, 2019 AC +2.07%
July 16, 2019 AC +0.91%
April 16, 2019 AC +4.77%
Jan. 15, 2019 AC +6.35%
Oct. 16, 2018 AC +5.95%
July 17, 2018 AC +8.78%
April 17, 2018 AC +4.81%
Jan. 23, 2018 AC -11.44%
Oct. 18, 2017 AC -12.07%
July 18, 2017 AC -5.90%
April 17, 2017 AC -4.26%
Jan. 17, 2017 AC +0.35%

Avg (+ or -) 5.64%
Bias 0.03%, no bias bias on earnings.

With stock at 85.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 80.38 to 89.62
Based on AVERAGE one-day move over last 12 quarters: 80.21 to 89.79
Based on MAXIMUM one-day move over last 12 Q’s (12.1%): 74.74 to 95.26
Based on UP max only (+8.8%): 92.46

***NOTE: 5-day maxes are -14.63% and +11.42%

Open to requests for other symbols.

#doublecalendar

Jeff 10:23 am on Tuesday, January 21, 2020
Tags: SPX1dte ( 1,714 )

SPX risk off

#SPX1dte Earlier, BTC $SPX Jan 21st 3290 puts for .05. Condors sold Friday for 1.00.

Jeff 7:23 am on Tuesday, January 21, 2020
Tags: Earnings ( 3,111 )

IBM earnings analysis

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

Oct. 16, 2019 AC -5.52%
July 17, 2019 AC +4.58%
April 16, 2019 AC -4.15%
Jan. 22, 2019 AC +8.46%
Oct. 16, 2018 AC -7.62% Biggest DOWN
July 18, 2018 AC +3.26%
April 17, 2018 AC -7.53%
Jan. 18, 2018 AC -3.99%
Oct. 17, 2017 AC +8.86% Biggest UP
July 18, 2017 AC -4.20%
April 18, 2017 AC -4.91%
Jan. 19, 2017 AC +2.24%

Avg (+ or -) 5.44%
Bias -0.88%, negative bias on earnings.

With stock at 138.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.81 to 144.19
Based on AVERAGE one-day move over last 12 quarters: 130.49 to 145.51
Based on MAXIMUM one-day move over last 12 Q’s (8.9%): 125.77 to 150.23
Based on DOWN max only (-7.6%): 127.48

***NOTE: 5-day maxes are -11.04% and +10.60%

Open to requests for other symbols.

Jeff 7:17 am on Tuesday, January 21, 2020
Tags: Earnings ( 3,111 )

NFLX earnings analysis

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

Oct. 16, 2019 AC +2.46%
July 17, 2019 AC -10.27% Biggest DOWN
April 16, 2019 AC -1.31%
Jan. 17, 2019 AC -3.98%
Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%
April 16, 2018 AC +9.18%
Jan. 22, 2018 AC +9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54% Biggest UP
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC +3.86%

Avg (+ or -) 5.78%
Bias 1.61%, positive bias on earnings.

With stock at 337.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 311.53 to 363.47
Based on AVERAGE one-day move over last 12 quarters: 318.01 to 356.99
Based on MAXIMUM one-day move over last 12 Q’s (13.5%): 291.80 to 383.20
Based on DOWN max only (-10.3%): 302.84

***NOTE: 5-day maxes are -14.30% and +20.66%

Open to requests for other symbols.

Jeff 12:43 pm on Friday, January 17, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,111 )

PPG closed

#Earnings Sold to close $PPG Jan17/Jan24 131 #DoubleCalendar for .12. Bought Wednesday for .50.

Several chances to get out at small profit or breakeven. The rage of profitability really decreases quickly as we approach expiration. I need to take money and run and quit waiting for the long shot of a jackpot.