Jeff 7:01 am on Tuesday, November 5, 2019
Tags: Earnings ( 3,114 )

HUM earnings analysis

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

July 31, 2019 BO +4.29%
May 1, 2019 BO -3.62%
Feb. 6, 2019 BO -0.54%
Nov. 7, 2018 BO +6.68% Biggest UP
Aug. 1, 2018 BO +1.26%
May 2, 2018 BO -2.54%
Feb. 7, 2018 BO -1.56%
Nov. 8, 2017 BO -5.00% Biggest DOWN
Aug. 2, 2017 BO +4.47%
May 3, 2017 BO -0.70%
Feb. 8, 2017 BO +2.25%
Nov. 4, 2016 BO +1.27%

Avg (+ or -) 2.85%
Bias 0.52%, positive bias on earnings.

With stock at 297.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 285.04 to 309.96
Based on AVERAGE one-day move over last 12 quarters: 289.03 to 305.97
Based on MAXIMUM one-day move over last 12 Q’s (6.7%): 277.63 to 317.37
Based on DOWN max only (-5.0%): 282.63

Open to requests for other symbols.

Jeff 8:39 am on Monday, November 4, 2019
Tags: Earnings ( 3,114 ), ShortStrangles ( 716 )

UBER earnings analysis

#Earnings $UBER reports tonight. Below are details on earnings one-day moves over its entire history.

Option premium and IV is high… expected move is much higher than its previous maximum move.

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

Avg (+ or -) 4.16%
Bias -2.63%, negative bias on earnings.

With stock at 30.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 26.21 to 34.79
Based on AVERAGE one-day move over last 2 quarters: 29.23 to 31.77
Based on MAXIMUM one-day move over last 2 Q’s (6.8%): 28.43 to 35.27
Based on UP max only (+1.5%): 30.97

Open to requests for other symbols.

#shortstrangles

Jeff 8:26 am on Monday, November 4, 2019
Tags: Earnings ( 3,114 )

REGN earnings analysis

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

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%
Nov. 4, 2016 BO +1.60%

Avg (+ or -) 3.12%
Bias 0.35%, slight positive bias on earnings.

With stock at 312.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 296.19 to 328.81
Based on AVERAGE one-day move over last 12 quarters: 302.74 to 322.26
Based on MAXIMUM one-day move over last 12 Q’s (7.0%): 290.66 to 334.34
Based on DOWN max only (-6.3%): 292.69

Open to requests for other symbols.

Jeff 6:49 am on Monday, November 4, 2019
Tags: SPX1dte ( 1,714 )

SPX stopped

#SPX1dte This rally is fierce; about the time I decide to stop selling the call side will probably mark the top.

Bought to close $SPX Nov 4th 3090 calls for 1.85. Looking to sell the 3100 calls to lessen the loss.
Condors sold Friday for .45

Jeff 12:42 pm on Friday, November 1, 2019
Tags: VXXGame ( 769 )

VXX longs

#VXXGame Closed second batch of my $VXX Jan 2020 20 puts, sold for 3.00. Bought between Jan 22 and Aug 27, avg price 1.30. Still holding several more.

Jeff 12:23 pm on Friday, November 1, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Nov 4th 3020/3030-3090/3100 condors for .45. 10-wide, double size position.
IV 5.70%, SPX 3062.

Jeff 10:29 am on Friday, November 1, 2019

Econ Calendar for week of 11/4/19

Link to calendar: https://us.econoday.com/byweek.asp?day=4&month=11&year=2019&cust=us&lid=0

Jeff 6:57 am on Friday, November 1, 2019
Tags: SPX1dte ( 1,714 )

SPX stopped

#SPX1dte $SPX 3065 short calls closed for 1.75. Stop breached at the open, but couldn’t get enough pull back. Closed before ISM number hits at top of hour. Condors sold yesterday for 1.05.

Jeff 5:37 am on Friday, November 1, 2019
Tags: Jobs ( 140 )

October Jobs Report

#Jobs — higher than expected, given GM strike, plus upward revisions of Aug & Sept

+128,000 non-farm payroll jobs, vs. 75K expected
Unemployment at 3.6%, up by .01%
U6 unemployment at 7.0%, up by 0.1%
Wages up 0.2%, to 3.0% year over year
Labor force participation 63.3%, up by .01%

September revised up from 136K to 180K
August revised up from 158K to 219K

Jeff 12:12 pm on Thursday, October 31, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Nov 1st 2970/2990-3065/3085 condors for 1.05. IV 11.62%, SPX 3029.
Slightly bullish lean, considering Upside Warning still in effect and today’s pullback. Short call delta .04, short put delta .09.

Expiring today: Oct 31st 2995/3005-3070/3080, sold yesterday for .45

Jeff 9:34 am on Thursday, October 31, 2019
Tags: Earnings ( 3,114 )

X earnings analysis

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

Aug. 1, 2019 AC -8.60%
May 3, 2019 BO +17.30% Biggest UP
Jan. 30, 2019 AC +1.44%
Nov. 1, 2018 AC +2.94%
Aug. 1, 2018 AC -10.27%
April 26, 2018 AC -14.13%
Jan. 31, 2018 AC -2.11%
Oct. 31, 2017 AC +7.81%
July 25, 2017 AC +7.20%
April 25, 2017 AC -26.77% Biggest DOWN
Jan. 31, 2017 AC -4.21%
Nov. 1, 2016 AC -4.75%

Avg (+ or -) 8.96%
Bias -2.85%, negative bias on earnings.

With stock at 11.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 10.60 to 12.40
Based on AVERAGE one-day move over last 12 quarters: 10.47 to 12.53
Based on MAXIMUM one-day move over last 12 Q’s (-26.8%): 8.42 to 14.58
Based on UP max only (+17.3%): 13.49

Open to requests for other symbols.

Jeff 9:31 am on Thursday, October 31, 2019
Tags: Earnings ( 3,114 )

BABA earnings analysis

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

Aug. 15, 2019 BO +3.02%
May 15, 2019 BO +1.57%
Jan. 30, 2019 BO +6.33% Biggest UP
Nov. 2, 2018 BO -2.41%
Aug. 23, 2018 BO -3.15%
May 4, 2018 BO +3.52%
Feb. 1, 2018 BO -5.90% Biggest DOWN
Nov. 2, 2017 BO -0.68%
Aug. 17, 2017 BO +2.77%
May 18, 2017 BO +0.45%
Jan. 24, 2017 BO +3.06%
Nov. 2, 2016 BO -2.60%

Avg (+ or -) 2.96%
Bias 0.50%, positive bias on earnings.

With stock at 176.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 169.14 to 182.86
Based on AVERAGE one-day move over last 12 quarters: 170.80 to 181.20
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 164.86 to 187.14
Based on DOWN max only (-5.9%): 165.62

Open to requests for other symbols.

Jeff 9:28 am on Thursday, October 31, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

FB closed

#Earnings . Sold to close $FB Nov01/Nov08 187.5 #DoubleCalendar for 2.10. Bought yesterday for 1.00.

Jeff 6:54 am on Thursday, October 31, 2019
Tags: Earnings ( 3,114 )

ANET earnings analysis

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

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% Biggest DOWN
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%
Nov. 3, 2016 AC +1.49%

Avg (+ or -) 10.36%
Bias 1.44%, positive bias on earnings.

With stock at 246.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 227.65 to 265.35
Based on AVERAGE one-day move over last 12 quarters: 220.97 to 272.03
Based on MAXIMUM one-day move over last 12 Q’s (19.4%): 198.61 to 294.39
Based on DOWN max only (-19.0%): 199.71

Open to requests for other symbols.

Jeff 12:46 pm on Wednesday, October 30, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Oct 31st 2995/3005-3070/3080. Ten-wide, double size. IV: 9.09%, SPX 3045.

Expiring: Oct 30th 2980/3000-3065/3085, sold yesterday for 1.15.

Jeff 12:03 pm on Wednesday, October 30, 2019
Tags: VXXGame ( 769 )

VXX long puts

#VXXGame This is the first closing of my $VXX Jan 2020 20 puts, sold for 2.65. Bought between Jan 22 and Aug 27, avg price 1.30. Still holding several more.

Jeff 11:58 am on Wednesday, October 30, 2019
Tags: DoubleCalendars ( 8 ), Earnings ( 3,114 )

EA closed

#Earnings Sold to close $EA Nov01/Nov08 90.5 #DoubleCalendars for 1.19 & 1.20. Bought yesterday for .49 and .50.

Jeff 11:18 am on Wednesday, October 30, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

FB dub cal

#Earnings Bought to open $FB Nov01/Nov08 187.5 #DoubleCalendar for 1.00.

Jeff 7:20 am on Wednesday, October 30, 2019
Tags: Earnings ( 3,114 )

WDC earnings analysis

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

July 31, 2019 AC +3.00%
April 29, 2019 AC +1.28%
Jan. 24, 2019 AC +7.52% Biggest UP
Oct. 25, 2018 AC -18.18% Biggest DOWN
July 26, 2018 AC -7.73%
April 26, 2018 AC -7.99%
Jan. 25, 2018 AC +1.82%
Oct. 26, 2017 AC -2.53%
July 27, 2017 AC -7.54%
April 27, 2017 AC +3.92%
Jan. 25, 2017 AC -1.93%
Oct. 26, 2016 AC +5.41%

Avg (+ or -) 5.74%
Bias -1.91%, negative bias on earnings.

With stock at 62.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 58.27 to 66.73
Based on AVERAGE one-day move over last 12 quarters: 58.91 to 66.09
Based on MAXIMUM one-day move over last 12 Q’s (18.2%): 51.14 to 73.86
Based on UP max only (+7.5%): 67.20

Open to requests for other symbols.

Jeff 7:17 am on Wednesday, October 30, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

HLF closed

#Earnings Sold to close $HLF Nov01/Nov08 40.5 #DoubleCalendar for .22. Bought yesterday for .38. It’s running higher with no intention of stopping…. grabbed what’s available before it gets to zero.

Jeff 7:00 am on Wednesday, October 30, 2019
Tags: Earnings ( 3,114 )

FB earnings analysis

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

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%
Nov. 2, 2016 AC -5.63%

Avg (+ or -) 5.56%
Bias 0.40%, small positive bias on earnings.

With stock at 188.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 175.88 to 200.12
Based on AVERAGE one-day move over last 12 quarters: 177.55 to 198.45
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 152.36 to 223.64
Based on UP max only (+10.8%): 208.32

Open to requests for other symbols.

Jeff 6:52 am on Wednesday, October 30, 2019
Tags: Earnings ( 3,114 )

AAPL earnings analysis

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

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%
Oct. 25, 2016 AC -2.24%

Avg (+ or -) 4.25%
Bias 2.00%, positive bias on earnings.

With stock at 242.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 231.15 to 253.85
Based on AVERAGE one-day move over last 12 quarters: 232.20 to 252.80
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 225.94 to 259.06
Based on DOWN max only (-6.6%): 226.42

Open to requests for other symbols.

Jeff 12:12 pm on Tuesday, October 29, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold $SPX Oct 30th 2980/3000-3065/3085 condors for 1.10. IV 10.62%, SPX 3038.

IV and premium slightly higher due to FOMC tomorrow, I’m guessing.

Jeff 11:01 am on Tuesday, October 29, 2019
Tags: DoubleCalendar ( 209 ), DoubleCalendars ( 8 ), Earnings ( 3,114 )

HLF earnings analysis and trade

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

Aug. 1, 2019 AC -6.77% Biggest DOWN
May 2, 2019 AC -4.51%
Feb. 19, 2019 AC -2.01%
Oct. 30, 2018 AC -2.61%
Aug. 1, 2018 AC +13.03% Biggest UP
May 3, 2018 AC +4.47%
Feb. 22, 2018 AC +3.00%
Nov. 2, 2017 AC -2.92%
Aug. 1, 2017 AC -1.95%
May 4, 2017 AC +11.57%
Feb. 23, 2017 AC -4.51%
Nov. 1, 2016 AC -6.19%

Avg (+ or -) 5.30%
Bias 0.05%, no significant bias on earnings.

With stock at 40.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 36.92 to 43.88
Based on AVERAGE one-day move over last 12 quarters: 38.26 to 42.54
Based on MAXIMUM one-day move over last 12 Q’s (13.0%): 35.14 to 45.66
Based on DOWN max only (-6.8%): 37.66

Open to requests for other symbols.

#doublecalendar, #doublecalendars

Jeff 10:57 am on Tuesday, October 29, 2019
Tags: DoubleCalemdar ( 3 ), DoubleCalendar ( 209 ), Earnings ( 3,114 )

EA earnings analysis and trade

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

July 30, 2019 AC +4.43%
May 7, 2019 AC +1.24%
Feb. 5, 2019 AC -13.30% Biggest DOWN
Oct. 30, 2018 AC -4.05%
July 26, 2018 AC -5.70%
May 8, 2018 AC +5.74%
Jan. 30, 2018 AC +6.95%
Oct. 31, 2017 AC -4.28%
July 27, 2017 AC +0.55%
May 9, 2017 AC +12.65% Biggest UP
Jan. 31, 2017 AC -0.51%
Nov. 1, 2016 AC +1.64%

Avg (+ or -) 5.09%
Bias 0.45%, positive bias on earnings.

With stock at 95.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.42 to 101.58
Based on AVERAGE one-day move over last 12 quarters: 90.17 to 99.83
Based on MAXIMUM one-day move over last 12 Q’s (13.3%): 82.37 to 107.64
Based on UP max only (+12.7%): 107.02

Open to requests for other symbols.

#doublecalemdar, #doublecalendar

Jeff 7:05 am on Tuesday, October 29, 2019
Tags: Earnings ( 3,114 )

AMD earnings analysis

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

July 30, 2019 AC -10.09%
April 30, 2019 AC -2.96%
Jan. 29, 2019 AC +19.94% Biggest UP
Oct. 24, 2018 AC -15.44%
July 25, 2018 AC +14.33%
April 25, 2018 AC +13.69%
Jan. 30, 2018 AC +6.75%
Oct. 24, 2017 AC -13.47%
July 25, 2017 AC +4.60%
May 1, 2017 AC -24.22% Biggest DOWN
Jan. 31, 2017 AC +16.29%
Oct. 20, 2016 AC -6.32%

Avg (+ or -) 12.34%
Bias 0.26%, no significant bias on earnings.

With stock at 33.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 29.76 to 36.24
Based on AVERAGE one-day move over last 12 quarters: 28.93 to 37.07
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 25.01 to 40.99
Based on UP max only (+19.9%): 39.58

Open to requests for other symbols.

Jeff 10:02 am on Monday, October 28, 2019
Tags: Earnings ( 3,114 )

BYND earnings analysis

#Earnings $BYND reports tomorrow morning. Below are details on earnings one-day moves over its entire history, only 2 quarters.

July 29, 2019 AC -12.32%
June 6, 2019 AC +39.34%

Avg (+ or -) 25.83%
Bias 13.51%, positive bias on earnings.

With stock at 101.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 84.00 to 119.50
Based on AVERAGE one-day move over last 2 quarters: 75.47 to 128.03
Based on MAXIMUM one-day move over last 12 Q’s (39.3%): 61.72 to 141.78
Based on DOWN max only (-12.3%): 89.21

Open to requests for other symbols.

Jeff 9:59 am on Monday, October 28, 2019
Tags: Earnings ( 3,114 )

GOOGL earnings analysis

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

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%
Oct. 27, 2016 AC +0.27%

Avg (+ or -) 3.86%
Bias -0.08%, no significant bias on earnings.

With stock at 1,295.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1,234.29 to 1,355.71
Based on AVERAGE one-day move over last 12 quarters: 1,245.02 to 1,344.98
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 1,170.42 to 1,419.58
Based on DOWN max only (-7.5%): 1,197.88

Open to requests for other symbols.

Jeff 7:17 am on Monday, October 28, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte stopped

#SPX1dte Issue finally resolved and orders went through. Lucky for all of us, SPX moved in a straight line while this was happening. Otherwise, there would have been millions of dollars of claims against IB. I imagine there still will be a mess, but fortunately I got out for less that I originally would have.

Bought to close $SPX Oct 28th 3045 calls for 1.60. Condors sold for .45 on Friday.

I’m going to look for a spike higher to sell the 3055 long calls.

Jeff 7:11 am on Monday, October 28, 2019
Tags: SPX1dte ( 1,714 )

SPX down on IB

#SPX1dte . I’m unable to trade on $SPX with Interactive Brokers. I have passed my stop level, trying to close the calls on my 1-dte. Been on the phone, but they say there’s an issue with the exchange and they can’t get any orders through. This should be interesting.

Jeff 12:54 pm on Friday, October 25, 2019
Tags: SPX1dte ( 1,714 )

SPX 1 dte

#SPX1dte Sold $SPX Oct 28th 2975/2985-3045/3055 condors for .45, 10-wide, double size, IV 5.80%, SPX 3021.

Expiring, Oct 25th 2950/2970-3030/3050, sold yesterday for .80.

Jeff 12:28 pm on Friday, October 25, 2019
Tags: VIXIndicator ( 294 )

VIX collapsing

#VIXindicator The Upside Warning coming through this time, with $VIX hitting lowest level since July 29th. $SPX came within .59 of all-time high earlier today.

Jeff 12:23 pm on Friday, October 25, 2019
Tags: Earnings ( 3,114 ), IronButterfly ( 141 )

AMZN closed

#Earnings . BTC $AMZN #IronButterfly for for 21.46. Sold yesterday for 27.00. Nice when these work.

Jeff 11:28 am on Friday, October 25, 2019
Tags: VXXGame ( 769 )

UVXY longs

#VXXGame . Sold to close partial $UVXY Jan 2020 long 20 puts for 3.75. Avg price on purchase, 1.85. Holding others for better price. Also have larger amount of VXX Jan 20 puts, avg price 1.30. Now going for 2.55… will start selling these soon.

Jeff 10:22 am on Friday, October 25, 2019
Tags: FOMC ( 20 ), Jobs ( 140 )

Economic calendar week of 10/28/19

#FOMC meeting notes and press conference Wednesday
#Jobs Report on Friday

Link to calendar: https://us.econoday.com/byweek.asp?day=28&month=10&year=2019&cust=us&lid=0

Jeff 7:38 am on Friday, October 25, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 ), LongStraddle ( 59 )

BUD DUD

#Earnings . Sold to close $BUD Oct25/Nov01 92 put calendar for .01. #DoubleCalendar bought yesterday for .58. Leaving the call side to expire/lottery ticket.

Also, sold to close $SKX Oct 25th 37.5 #LongStraddle for .39. Bought for 4.39 on Tuesday. That was a bad one. Shitty week for earnings trade on my end.

Jeff 7:16 am on Friday, October 25, 2019
Tags: Earnings ( 3,114 )

SPOT earnings analysis

#Earnings $SPOT reports Monday morning. Below are details on earnings one-day moves over its entire history (6 quarters).

July 31, 2019 BO -0.16%
April 29, 2019 BO -0.07%
Feb. 6, 2019 BO -2.83%
Nov. 1, 2018 BO -5.69% Biggest DOWN
July 26, 2018 BO +4.40% Biggest UP
May 2, 2018 AC -5.65%

Avg (+ or -) 3.13%
Bias -1.67%, negative bias on earnings.

With stock at 120.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 110.89 to 129.11
Based on AVERAGE one-day move over last 12 quarters: 116.24 to 123.76
Based on MAXIMUM one-day move over last 12 Q’s (5.7%): 113.17 to 126.83
Based on UP max only (+4.4%): 125.28

Open to requests for other symbols.

Jeff 7:07 am on Friday, October 25, 2019
Tags: Earnings ( 3,114 )

T earnings analysis

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

July 24, 2019 BO +3.58%
April 24, 2019 BO -4.08%
Jan. 30, 2019 BO -4.33%
Oct. 24, 2018 BO -8.05% Biggest DOWN
July 24, 2018 AC -4.51%
April 25, 2018 AC -5.96%
Jan. 31, 2018 AC +4.56%
Oct. 24, 2017 AC -3.93%
July 25, 2017 AC +4.99% Biggest UP
April 25, 2017 AC +1.25%
Jan. 25, 2017 AC +0.91%
Oct. 22, 2016 AC -1.68%

Avg (+ or -) 3.99%
Bias -1.44%, negative bias on earnings.

With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 35.39 to 38.61
Based on AVERAGE one-day move over last 12 quarters: 35.53 to 38.47
Based on MAXIMUM one-day move over last 12 Q’s (8.1%): 34.02 to 39.98
Based on UP max only (+5.0%): 38.85

Open to requests for other symbols.

Jeff 12:54 pm on Thursday, October 24, 2019
Tags: Earnings ( 3,114 ), IronButterfly ( 141 )

AMZN iron butterfly

#Earnings . Sold $AMZN Oct 25th 1745/1775/1805 #IronButterfly for 27.00. Risking 3.00 to make, hopefully a lot.

This is a classic play I’ve done probably a dozen times. It worked nicely in Q1, with a 20.00 profit. But often, it can be max loss, which tomorrow would be 3.00. Used to get these for closer to 28.00, but times have changed; probably the higher stock price to blame.

Jeff 11:18 am on Thursday, October 24, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to open $SPX Oct 25th 2950/2970-3030/3050 condors for .80, IV 8.89%, SPX 3004

Jeff 9:25 am on Thursday, October 24, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

EW closed

#Earnings BTC $EW Oct25/Nov01 222.5p/225c #DoubleCalendar for 1.92 (avg price). Bought yesterday for 1.60.

Jeff 8:02 am on Thursday, October 24, 2019
Tags: Earnings ( 3,114 )

VFC earnings analysis

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

July 24, 2019 BO +1.20%
May 22, 2019 BO -7.64%
Jan. 18, 2019 BO +12.39% Biggest UP
Oct. 19, 2018 BO -10.71%
July 20, 2018 BO +4.14%
May 4, 2018 BO -2.79%
Feb. 16, 2018 BO -11.07% Biggest DOWN
Oct. 23, 2017 BO +5.37%
July 24, 2017 BO +0.39%
April 28, 2017 BO -5.56%
Feb. 17, 2017 BO +4.58%
Oct. 24, 2016 BO -2.92%

Avg (+ or -) 5.73%
Bias -1.05%, negative bias on earnings.

With stock at 90.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 86.01 to 94.99
Based on AVERAGE one-day move over last 12 quarters: 85.31 to 95.69
Based on MAXIMUM one-day move over last 12 Q’s (12.4%): 79.29 to 101.71
Based on DOWN max only (-11.1%): 80.48

Open to requests for other symbols.

Jeff 7:56 am on Thursday, October 24, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

BUD DUB

#Earnings Bought $BUD Oct25/Nov01 92 #DoubleCalendar for .55.

Jeff 7:22 am on Thursday, October 24, 2019
Tags: Earnings ( 3,114 )

BUD earnings analysis

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

July 25, 2019 BO +4.11%
May 7, 2019 BO -3.99%
Feb. 28, 2019 BO +4.60%
Oct. 25, 2018 BO -9.37% Biggest DOWN
July 26, 2018 BO -5.02%
May 9, 2018 BO -0.31%
March 1, 2018 BO +3.07%
Oct. 26, 2017 BO -0.94%
July 27, 2017 BO +6.16% Biggest UP
May 4, 2017 BO +5.68%
March 2, 2017 BO -3.72%
Oct. 28, 2016 BO -3.80%

Avg (+ or -) 4.23%
Bias -0.29%, slight negative bias on earnings.

With stock at 92.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.25 to 95.75
Based on AVERAGE one-day move over last 12 quarters: 88.11 to 95.89
Based on MAXIMUM one-day move over last 12 Q’s (9.4%): 83.38 to 100.62
Based on UP max only (+6.2%): 97.67

Open to requests for other symbols.

Jeff 7:04 am on Thursday, October 24, 2019
Tags: Earnings ( 3,114 )

AMZN earnings analysis

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

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%
Oct. 27, 2016 AC -5.13%

Avg (+ or -) 4.11%
Bias -0.20%, no significant bias on earnings.

With stock at 1,765.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1,697.56 to 1,832.44
Based on AVERAGE one-day move over last 12 quarters: 1,692.44 to 1,837.56
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1,531.84 to 1,998.16
Based on DOWN max only (-7.8%): 1,627.15

Open to requests for other symbols.

Jeff 6:48 am on Thursday, October 24, 2019
Tags: Earnings ( 3,114 ), LongStraddle ( 59 )

SNAP shut

#Earnings . Sold to close $SNAP Oct 25th 14.5 puts for 1.60. #LongStraddle bought for 2.26. Small loss on this one, $SKZ looking bad.

Jeff 6:44 am on Thursday, October 24, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

FFIV closed

#Earnings Sold to close $FFIV Oct25/Nov01 139 #DoubleCalendar for .35. Bought yesterday for .79. I think you can get more, and if there’s a bigger pullback this could turn into profit. This was only a small position for me.

Jeff 10:10 am on Wednesday, October 23, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

FFIV earnings analysis & trade

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

July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10%
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
Oct. 26, 2016 AC +9.57% Biggest UP

Avg (+ or -) 4.46%
Bias -0.86%, negative bias on earnings.

With stock at 139.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.49 to 146.51
Based on AVERAGE one-day move over last 12 quarters: 132.80 to 145.20
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 125.70 to 152.30
Based on DOWN max only (-8.3%): 127.53

Open to requests for other symbols.

#doublecalendar

Jeff 10:01 am on Wednesday, October 23, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

WHR closed

#Earnings Sold to close $WHR Oct25/Nov01 160 #DoubleCalendar for 1.90. Bought yesterday for .77

Jeff 7:49 am on Wednesday, October 23, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

E dub dub cal

#Earnings Bought $EW Oct25/Nov01 222.5p/225c #DoubleCalendar for 1.60.

Jeff 7:45 am on Wednesday, October 23, 2019
Tags: Earnings ( 3,114 )

XLNX earnings analysis

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

July 24, 2019 AC -3.44%
April 24, 2019 AC -17.07% Biggest DOWN
Jan. 23, 2019 AC +18.43% Biggest UP
Oct. 24, 2018 AC +15.00%
July 25, 2018 AC +9.59%
April 25, 2018 AC +1.69%
Jan. 24, 2018 AC -5.08%
Oct. 25, 2017 AC -0.12%
July 26, 2017 AC -2.26%
April 26, 2017 AC +7.35%
Jan. 25, 2017 AC -3.67%
Oct. 19, 2016 AC +0.96%

Avg (+ or -) 7.06%
Bias 1.78%, positive bias on earnings.

With stock at 95.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 87.54 to 102.46
Based on AVERAGE one-day move over last 12 quarters: 88.30 to 101.70
Based on MAXIMUM one-day move over last 12 Q’s (18.4%): 77.49 to 112.51
Based on UP max only (-17.1%): 78.78

Open to requests for other symbols.

Jeff 7:43 am on Wednesday, October 23, 2019
Tags: Earnings ( 3,114 )

ALGN earnings analysis

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

July 24, 2019 AC -26.98% Biggest DOWN
April 24, 2019 AC -0.11%
Jan. 29, 2019 AC +4.86%
Oct. 24, 2018 AC -20.20%
July 25, 2018 AC -4.91%
April 25, 2018 AC +5.80%
Jan. 30, 2018 AC -2.99%
Oct. 26, 2017 AC +16.23% Biggest UP
July 27, 2017 AC +10.04%
April 27, 2017 AC +12.09%
Jan. 31, 2017 AC +6.06%
Nov. 7, 2016 AC +1.05%

Avg (+ or -) 9.28%
Bias 0.08%, no significant bias on earnings.

With stock at 215.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 190.68 to 239.32
Based on AVERAGE one-day move over last 12 quarters: 195.06 to 234.94
Based on MAXIMUM one-day move over last 12 Q’s (27.0%): 156.99 to 273.01
Based on UP max only (+16.2%): 249.89

Open to requests for other symbols.

Jeff 7:41 am on Wednesday, October 23, 2019
Tags: Earnings ( 3,114 )

EW earnings analysis

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

July 23, 2019 AC +9.93%
April 23, 2019 AC -1.79%
Jan. 31, 2019 AC -1.00%
Oct. 23, 2018 AC -5.35%
July 26, 2018 AC -8.50%
April 24, 2018 AC -3.82%
Feb. 1, 2018 AC +3.81%
Oct. 24, 2017 AC -9.55%
July 26, 2017 AC +0.64%
April 25, 2017 AC +10.49% Biggest UP
Feb. 1, 2017 AC -8.45%
Oct. 25, 2016 AC -17.09% Biggest DOWN

Avg (+ or -) 6.70%
Bias -2.56%, negative bias on earnings.

With stock at 225.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 211.82 to 238.18
Based on AVERAGE one-day move over last 12 quarters: 209.92 to 240.08
Based on MAXIMUM one-day move over last 12 Q’s (17.1%): 186.55 to 263.45
Based on UP max only (+10.5%): 248.60

Open to requests for other symbols.

Jeff 7:19 am on Wednesday, October 23, 2019
Tags: Earnings ( 3,114 )

TSLA earnings analysis

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

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% Biggest UP
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%
Oct. 26, 2016 AC +0.87%

Avg (+ or -) 6.96%
Bias -1.51%, negative bias on earnings.

With stock at 252.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 232.19 to 272.81
Based on AVERAGE one-day move over last 12 quarters: 234.94 to 270.06
Based on MAXIMUM one-day move over last 12 Q’s (16.2%): 211.65 to 293.35
Based on DOWN max only (-13.6%): 218.13

Open to requests for other symbols.

Jeff 1:10 pm on Tuesday, October 22, 2019
Tags: SPX1dte ( 1,714 )

all SPX stopped

#SPX1dte Today I said to myself, nothing is happening so I might as well sell the 1-day trade early. Immediately after the fill, something happened. Now that daily trade news has quieted, we get to worry about Brexit again?

My spread was tight to begin with, so really can’t withstand even a little volatility. I was looking for the bounce to make it okay, but we fell again and are within expected move.

BTC $SPX Oct 23rd 2985/2965 put spreads for 2.50, after the bell. Condors sold for .90 about 100 minutes earlier. I’ll leave call side to expire.

I was going to leave the 3-day put spread to fight another day, but the end of the day was too ugly, then it just got worse after the bell.
BTC $SPX 2990/2965 put spreads for 6.25. Sold for 3.45 earlier today.

Upside Warning gave us a little this time around; hopefully it’s not done but I ain’t betting on it after the last few weeks.

Jeff 1:05 pm on Tuesday, October 22, 2019

Stopping SPX

Not filled yet but closing the 1-dte put side before the 4:15pm cut off

Jeff 11:24 am on Tuesday, October 22, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold $SPX Oct 23rd 2965/2985-3035/3050 condors for .90, IV: 8.25%, SPX 3012

Jeff 9:33 am on Tuesday, October 22, 2019
Tags: SPX1dte ( 1,714 )

SPX 3-dte

#SPX1dte Following the trend: Sold $SPX Oct 25th 2990/2965 put spreads for 3.45. Filled on the dip at the top of the hour.

Jeff 7:58 am on Tuesday, October 22, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

WHR earnings analysis

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

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%
Oct. 25, 2016 BO -10.77%

Avg (+ or -) 6.43%
Bias -2.01%, negative bias on earnings.

With stock at 161.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 151.16 to 170.84
Based on AVERAGE one-day move over last 12 quarters: 149.71 to 170.29
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 136.77 to 183.23
Based on UP max only (+9.7%): 175.46

Open to requests for other symbols.

#doublecalendar

Jeff 7:49 am on Tuesday, October 22, 2019
Tags: Earnings ( 3,114 ), LongStraddle ( 59 )

SNAP earnings analysis

#Earnings $SNAP reports tonight. Below are details on earnings one-day moves over its entire history (10 quarters).

July 23, 2019 AC +18.74%
April 23, 2019 AC -6.08%
Feb. 5, 2019 AC +22.01%
Oct. 25, 2018 AC -10.15%
Aug. 7, 2018 AC -6.78%
May 1, 2018 AC -21.93% Biggest DOWN
Feb. 6, 2018 AC +47.58% Biggest UP
Nov. 7, 2017 AC -14.61%
Aug. 10, 2017 AC -14.08%
May 10, 2017 AC -21.45%

Avg (+ or -) 18.34%
Bias -0.68%, tiny negative bias on earnings.

With stock at 14.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 12.16 to 16.84
Based on AVERAGE one-day move over last 12 quarters: 11.84 to 17.16
Based on MAXIMUM one-day move over last 12 Q’s (47.6%): 7.60 to 21.40
Based on DOWN max only (-21.9%): 11.32

Open to requests for other symbols.

#longstraddle

Jeff 7:42 am on Tuesday, October 22, 2019

Earnings Chart Update

$T (AT&T) reports Monday before the bell, not tomorrow.

Jeff 7:30 am on Tuesday, October 22, 2019
Tags: Earnings ( 3,114 )

IRBT earnings analysis

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

July 23, 2019 AC -16.86%
April 23, 2019 AC -23.09%
Feb. 6, 2019 AC +9.63%
Oct. 23, 2018 AC -12.33%
July 24, 2018 AC +16.99%
April 24, 2018 AC -3.41%
Feb. 7, 2018 AC -32.07% Biggest DOWN
Oct. 24, 2017 AC -13.48%
July 25, 2017 AC +21.14% Biggest UP
April 25, 2017 AC +15.73%
Feb. 8, 2017 AC -12.93%
Oct. 25, 2016 AC +11.35%

Avg (+ or -) 15.75%
Bias -3.28%%, negative bias on earnings.

With stock at 55.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 46.28 to 63.72
Based on AVERAGE one-day move over last 12 quarters: 46.34 to 63.66
Based on MAXIMUM one-day move over last 12 Q’s (32.1%): 37.36 to 72.64
Based on UP max only (+21.1%): 66.63

Open to requests for other symbols.

Jeff 7:20 am on Tuesday, October 22, 2019
Tags: Earnings ( 3,114 ), LongStraddle ( 59 )

SKX earnings analysis

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

July 18, 2019 AC +11.96%
April 18, 2019 BO -10.43%
Feb. 7, 2019 AC +15.19%
Oct. 18, 2018 AC +13.78%
July 19, 2018 AC -20.99%
April 19, 2018 AC -27.04% Biggest DOWN
Feb. 8, 2018 AC +7.54%
Oct. 19, 2017 AC +41.44% Biggest UP
July 20, 2017 AC +0.67%
April 20, 2017 AC -2.56%
Feb. 9, 2017 AC +19.32%
Oct. 20, 2016 AC -17.26%

Avg (+ or -) 15.68%
Bias 2.64%, positive bias on earnings.

With stock at 37.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 33.26 to 41.74
Based on AVERAGE one-day move over last 12 quarters: 31.74 to 43.54
Based on MAXIMUM one-day move over last 12 Q’s (41.4%): 22.04 to 53.24
Based on DOWN max only (-27.0%): 27.46

Open to requests for other symbols.

#longstraddle

Jeff 7:09 am on Tuesday, October 22, 2019
Tags: Earnings ( 3,114 )

CMG earnings analysis

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

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%
Oct. 25, 2016 AC -9.28%

Avg (+ or -) 8.18%
Bias 0.56%, slight positive bias on earnings.

With stock at 850.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 792.17 to 907.83
Based on AVERAGE one-day move over last 12 quarters: 780.45 to 919.55
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 642.26 to 1,057.74
Based on DOWN max only (-14.6%): 726.07

Open to requests for other symbols.

Jeff 1:05 pm on Monday, October 21, 2019
Tags: SPX1dte ( 1,714 )

SPX expires

#SPX1dte Expiring today:

$SPX Oct 21st 2935/2955-3025/3040 condors, sold Friday for 1.20
$SPX Oct 21st 2975/2950, put spreads sold last Tuesday for 4.90.

I am flat SPX tonight.

Jeff 12:05 pm on Monday, October 21, 2019
Tags: Earnings ( 3,114 )

BIIB earnings analysis and trade

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

July 23, 2019 BO +4.90% Biggest UP
April 24, 2019 BO -2.52%
Jan. 29, 2019 BO +1.35%
Oct. 23, 2018 BO +0.19%
July 24, 2018 BO +4.10%
April 24, 2018 BO +1.09%
Jan. 25, 2018 BO +2.08%
Oct. 24, 2017 BO -3.90% Biggest DOWN
July 25, 2017 BO -0.61%
April 25, 2017 BO +3.62%
Jan. 26, 2017 BO +2.06%
Oct. 26, 2016 AC -1.87%

Avg (+ or -) 2.36%
Bias 0.87%, positive bias on earnings.

With stock at 225.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 212.84 to 237.16
Based on AVERAGE one-day move over last 12 quarters: 219.70 to 230.30
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 213.98 to 236.03
Based on DOWN max only (-3.9%): 216.23

Open to requests for other symbols.

Jeff 12:58 pm on Friday, October 18, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

There’s no high in TEAM

#Earnings Sold to close $TEAM Oct18/Oct25 122 #DoubleCalendar for 1.60. Bought yesterday for 1.34

The time to close this was at the open…. it unfortunately dropped most of the day, but then came back enough to give us a small profit.

Jeff 12:10 pm on Friday, October 18, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Oct 21st 2935/2955-3025/3040 condors for 1.20, IV: 8.07%, SPX 2993.

Expiring worthless today: Oct 18th 2950/2960-3025/3035, sold yesterday for .45 (dbl size)

Jeff 11:03 am on Friday, October 18, 2019

Stuff happening next week

Link to calendar: https://us.econoday.com/byweek.asp?day=21&month=10&year=2019&cust=us&lid=0

Jeff 12:48 pm on Thursday, October 17, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

HON closed

#Earnings Sold to close $HON Oct18/Oct25 165 #DoubleCalendar for .96. Bought yesterday for .86, so I basically covered commissions. Now it has pulled back and better profit is available. But that’s three calendars in one day… one breakeven, one 50% winner, one double+.

Jeff 11:15 am on Thursday, October 17, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold $SPX Oct 18th (Friday PM) 2950/2960-3025/3035 condors for .45. 10-wide, double size. IV 9.42%, SPX 2997.

Jeff 11:05 am on Thursday, October 17, 2019
Tags: Earnings ( 3,114 )

MAN earnings analysis

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

July 19, 2019 BO +0.03%
April 18, 2019 BO +11.60% Biggest UP
Jan. 31, 2019 BO +3.95%
Oct. 19, 2018 BO -3.77%
July 20, 2018 BO +0.52%
April 20, 2018 BO -14.48% Biggest DOWN
Feb. 2, 2018 BO -7.35%
Oct. 20, 2017 BO +0.04%
July 24, 2017 BO -8.96%
April 21, 2017 BO -2.89%
Jan. 31, 2017 BO +0.84%
Oct. 21, 2016 BO +9.71%

Avg (+ or -) 5.35%
Bias -0.90%, negative bias on earnings.

With stock at 85.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 80.84 to 90.16
Based on AVERAGE one-day move over last 12 quarters: 80.93 to 90.07
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 73.12 to 97.88
Based on UP max only (+11.6%): 95.42

Open to requests for other symbols.

Jeff 10:54 am on Thursday, October 17, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

TEAM earnings analysis

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

July 25, 2019 AC +8.57%
April 17, 2019 AC -8.31%
Jan. 17, 2019 AC -2.42%
Oct. 18, 2018 AC -14.29% Biggest DOWN
July 26, 2018 AC +10.48%
April 19, 2018 AC -6.53%
Jan. 18, 2018 AC -4.55%
Oct. 19, 2017 AC +24.64% Biggest UP
July 27, 2017 AC -2.18%
April 27, 2017 AC +3.01%
Jan. 19, 2017 AC +2.22%
Oct. 27, 2016 AC -3.92%

Avg (+ or -) 7.59%
Bias 0.56%, slight positive bias on earnings.

With stock at 122.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 112.00 to 132.00
Based on AVERAGE one-day move over last 12 quarters: 112.74 to 131.26
Based on MAXIMUM one-day move over last 12 Q’s (24.6%): 91.94 to 152.06
Based on DOWN max only (-14.3%): 104.57

Open to requests for other symbols.

#doublecalendar

Jeff 10:24 am on Thursday, October 17, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

URI closed

#Earnings . Sold to close $URI Oct18/Oct25 122p/123p #DoubleCalendar for 1.55. Possible to get over 2.00 now. Bought yesterday for .97 – 1.05.

Jeff 6:55 am on Thursday, October 17, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

NFLX dub cal closed

#Earnings Sold to close $NFLX Oct18/Oct25 285 #DoubleCalendar for 3.00. Bought yesterday for 1.37. You will be able to get more if price continued to drop toward the strike.