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

June 25, 2019 AC +2.52%
March 19, 2019 AC -3.49%
Dec. 18, 2018 AC -12.16% Biggest DOWN
Sept. 17, 2018 AC -5.53%
June 19, 2018 AC -2.69%
March 20, 2018 AC -1.17%
Dec. 19, 2017 AC +3.51%
Sept. 19, 2017 AC +2.08%
June 20, 2017 AC +1.60%
March 21, 2017 AC +2.12%
Dec. 20, 2016 AC -3.33%
Sept. 20, 2016 AC +6.89% Biggest UP

Avg (+ or -) 3.92%
Bias -0.80%, negative bias on earnings.

With stock at 173.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 163.29 to 182.71
Based on AVERAGE one-day move over last 12 quarters: 166.21 to 179.79
Based on MAXIMUM one-day move over last 12 Q’s (12.2%): 151.96 to 194.04
Based on UP max only (+6.9%): 184.92

Open to requests for other symbols.

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

June 18, 2019 AC +5.21%
March 14, 2019 AC -3.95%
Dec. 13, 2018 AC -7.28% Biggest DOWN
Sept. 13, 2018 AC +2.29%
June 14, 2018 AC -2.43%
March 15, 2018 AC +3.05%
Dec. 14, 2017 AC +1.43%
Sept. 19, 2017 AC -4.24%
June 20, 2017 AC +2.36%
March 16, 2017 AC +3.80%
Dec. 15, 2016 AC -1.47%
Sept. 20, 2016 AC +7.11% Biggest UP

Avg (+ or -) 3.72%
Bias 0.49%, positive bias on earnings.

With stock at 282.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 268.04 to 296.96
Based on AVERAGE one-day move over last 12 quarters: 272.00 to 293.00
Based on MAXIMUM one-day move over last 12 Q’s (7.3%): 261.93 to 303.07
Based on UP max only (+7.1%): 302.59

Open to requests for other symbols.

#Earnings $AVGO Sept 13th 280/285-325/330 condors expired, sold yesterday for 1.02.

Have a good weekend all! Upside Warning hopefully will fire Monday… then will Fed really cut rates at all-time highs?

#Earnings Sold to Open $AVGO Sept 13th 280/285-325/350 condor for 1.02. Strikes are right around the max moves in each direction. I’m trying this despite the trouble on the June earnings report when it had its biggest down move. I was able to roll that one and get out with profit on the following week.

$RH update: Still holding out for some profit on my Long Strangle. Need to reach 173.50 to fill my order… almost got there this morning.

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

June 13, 2019 AC -5.56% Biggest DOWN
March 14, 2019 AC +8.23%
Dec. 6, 2018 AC +0.58%
Sept. 6, 2018 AC +7.69%
June 7, 2018 AC -2.53%
March 15, 2018 AC -4.81%
Dec. 6, 2017 AC 0.00%
Aug. 24, 2017 AC -3.70%
June 1, 2017 AC +8.49% Biggest UP
March 1, 2017 AC +0.99%
Dec. 8, 2016 AC +4.90%
Sept. 1, 2016 AC -2.24%

Avg (+ or -) 4.14%
Bias 1.00%, positive bias on earnings.

With stock at 300.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 285.78 to 314.22
Based on AVERAGE one-day move over last 12 quarters: 287.57 to 312.43
Based on MAXIMUM one-day move over last 12 Q’s (8.5%): 274.53 to 325.47
Based on DOWN max only (-5.6%): 283.32

Open to requests for other symbols.

#Earnings. Bought to open $RH Sept 13th 155/157.5 strangle fo 14.60. This needs about a 10% move to breakeven, and it has done that or more 10 of the last 12 quarters. Still, it’s expensive so only a 1-l0t.

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

June 12, 2019 AC +15.82%
March 28, 2019 AC -21.96%
Dec. 3, 2018 AC +10.90%
Sept. 4, 2018 AC -13.06%
June 11, 2018 AC +30.54%
March 27, 2018 AC +22.48%
Dec. 5, 2017 AC +0.79%
Sept. 6, 2017 AC +44.75% Biggest UP
June 1, 2017 AC -25.69% Biggest DOWN
March 28, 2017 AC +14.94%
Dec. 8, 2016 AC -18.13%
Sept. 8, 2016 AC +3.08%

Avg (+ or -) 18.51%
Bias 5.37%, positive bias on earnings.

With stock at 152.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 136.01 to 168.99
Based on AVERAGE one-day move over last 12 quarters: 124.27 to 180.73
Based on MAXIMUM one-day move over last 12 Q’s (19.8%): 84.26 to 220.74
Based on DOWN max only (-25.7%): 113.32

Open to requests for other symbols.

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

May 22, 2019 AC -3.18%
March 4, 2019 AC +19.77% Biggest UP
Nov. 7, 2018 AC -19.01% Biggest DOWN
Sept. 5, 2018 AC +5.43%
May 22, 2018 AC +3.98%
March 14, 2018 AC -1.94%
Nov. 1, 2017 AC -2.29%
Aug. 30, 2017 AC -2.40%
May 10, 2017 AC -3.52%
Feb. 22, 2017 AC +1.44%
Nov. 23, 2016 AC +9.80%
Aug. 31, 2016 AC +3.40%

Avg (+ or -) 6.35%
Bias 0.96%, positive bias on earnings.

With stock at 34.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 31.56 to 37.44
Based on AVERAGE one-day move over last 12 quarters: 32.31 to 36.69
Based on MAXIMUM one-day move over last 12 Q’s (19.8%): 27.68 to 41.32
Based on DOWN max only (-19.0%): 27.94

Open to requests for other symbols.

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

June 12, 2019 AC +2.12%
March 27, 2019 AC +14.12%
Dec. 6, 2018 AC -13.36%
Aug. 30, 2018 AC +13.08%
May 31, 2018 AC +16.31% Biggest UP
March 27, 2018 AC +9.21%
Dec. 6, 2017 AC +6.42%
Aug. 31, 2017 AC +7.19%
June 1, 2017 AC +11.54%
March 29, 2017 AC -23.43% Biggest DOWN
Dec. 7, 2016 AC +15.04%
Sept. 1, 2016 AC -10.55%

Avg (+ or -) 11.86%
Bias 3.97%, positive bias on earnings.

With stock at 185.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 167.54 to 202.46
Based on AVERAGE one-day move over last 12 quarters: 163.05 to 206.95
Based on MAXIMUM one-day move over last 12 Q’s (23.4%): 141.65 to 228.35
Based on UP max only (+16.3%): 215.17

Open to requests for other symbols.

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

May 29, 2019 AC -5.11%
Feb. 26, 2019 AC +8.20%
Nov. 29, 2018 AC -1.76%
Sept. 6, 2018 AC +3.28%
June 4, 2018 BO -0.52%
Feb. 26, 2018 AC +2.31%
Nov. 20, 2017 AC +4.82%
Aug. 31, 2017 AC +10.53%
May 31, 2017 AC +17.20% Biggest UP
Feb. 28, 2017 AC -24.15% Biggest DOWN
Nov. 21, 2016 AC -13.24%
Aug. 30, 2016 AC -7.16%

Avg (+ or -) 8.19%
Bias -0.47%, slight negative bias on earnings.

With stock at 200.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 184.58 to 215.42
Based on AVERAGE one-day move over last 12 quarters: 183.62 to 216.38
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 151.70 to 248.30
Based on UP max only (+17.2%): 234.40

Open to requests for other symbols.

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

May 30, 2019 AC +1.50%
March 14, 2019 AC +8.28% Biggest UP
Dec. 6, 2018 AC -13.12% Biggest DOWN
Aug. 30, 2018 AC +6.37%
May 31, 2018 AC -0.71%
March 15, 2018 AC +7.63%
Nov. 30, 2017 AC -4.11%
Aug. 24, 2017 AC -9.13%
May 25, 2017 AC +3.19%
March 9, 2017 AC +4.62%
Dec. 1, 2016 AC -1.56%
Aug. 25, 2016 AC -6.11%

Avg (+ or -) 5.53%
Bias -0.26%, no significant bias on earnings.

With stock at 115.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 311.92 to 358.08
Based on AVERAGE one-day move over last 12 quarters: 310.30 to 346.62
Based on MAXIMUM one-day move over last 12 Q’s (13.1%): 285.37 to 371.55
Based on UP max only (+8.3%): 355.66

Open to requests for other symbols.

#Earnings. closed first batch of $ANF 16.5 puts for 2.00. Long Strangles bought yesterday for 2.50. Waiting to see if we might drop further.

#earnings. Bought to open $ANF Aug 30th 16.5/17 long strangles for 2.50.

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

May 29, 2019 BO -26.46% Biggest DOWN
March 6, 2019 BO +20.37%
Nov. 29, 2018 BO +20.91%
Aug. 30, 2018 BO -17.15%
June 1, 2018 BO -8.72%
March 7, 2018 BO +11.90%
Nov. 17, 2017 BO +23.90% Biggest UP
Aug. 24, 2017 BO +17.06%
May 25, 2017 BO +8.99%
March 2, 2017 BO +13.94%
Nov. 18, 2016 BO -13.76%
Aug. 30, 2016 BO -20.30%

Avg (+ or -) 16.96%
Bias 2.56%, positive bias on earnings.

With stock at 16.60 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 13.99 to 19.21
Based on AVERAGE one-day move over last 12 quarters: 13.79 to 19.41
Based on MAXIMUM one-day move over last 12 Q’s (26.5%): 12.21 to 20.99
Based on UP max only (+23.9%): 20.57

Open to requests for other symbols.

#Earnings $FIVE reports tonight (added late, so I missed it on the calendar). Below are details on earnings one-day moves over the last 12 quarters.

June 5, 2019 AC -1.00%
March 27, 2019 AC +8.15%
Dec. 6, 2018 BO -2.66%
Sept. 6, 2018 AC +13.31%
June 6, 2018 AC +21.86% Biggest UP
March 21, 2018 AC +4.20%
Nov. 30, 2017 AC -0.46%
Aug. 30, 2017 AC -3.45% Biggest DOWN
June 1, 2017 AC +0.50%
March 22, 2017 AC +10.80%
Dec. 1, 2016 AC +9.87%
Aug. 31, 2016 AC -1.14%

Avg (+ or -) 6.45%
Bias 5.00%, strong positive bias on earnings.

With stock at 115.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 105.84 to 124.16
Based on AVERAGE one-day move over last 12 quarters: 107.58 to 122.42
Based on MAXIMUM one-day move over last 12 Q’s (21.9%): 89.86 to 140.14
Based on DOWN max only (-3.5%): 111.03

Open to requests for other symbols.

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

May 23, 2019 AC -4.90%
Feb. 28, 2019 AC -1.98%
Nov. 20, 2018 AC +9.74%
Aug. 23, 2018 AC +15.32% Biggest UP
May 24, 2018 AC -4.44%
March 6, 2018 AC +14.87%
Nov. 28, 2017 AC -15.85% Buggest DOWN
Aug. 24, 2017 AC +3.94%
May 18, 2017 AC +14.69%
March 2, 2017 AC -2.29%
Nov. 29, 2016 AC -3.52%
Aug. 25, 2016 AC +8.11%

Avg (+ or -) 8.30%
Bias 2.81%, positive bias on earnings.

With stock at 150.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 137.13 to 162.87
Based on AVERAGE one-day move over last 12 quarters: 137.54 to 162.46
Based on MAXIMUM one-day move over last 12 Q’s (15.9%): 126.23 to 173.78
Based on UP max only (+15.3%): 172.98

Open to requests for other symbols.

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

May 23, 2019 AC +6.70% Biggest UP
Feb. 21, 2019 AC +6.76%
Nov. 19, 2018 AC -2.03%
Aug. 23, 2018 AC +1.96%
May 22, 2018 AC +2.98%
Feb. 22, 2018 AC -0.18%
Nov. 20, 2017 AC -3.79% Biggest DOWN
Aug. 22, 2017 AC -1.90%
May 23, 2017 AC +6.72%
Feb. 23, 2017 AC +6.05%
Nov. 17, 2016 AC +1.91%
Aug. 23, 2016 AC -3.50%

Avg (+ or -) 3.71%
Bias 1.81%, positive bias on earnings.

With stock at 275.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 260.65 to 289.35
Based on AVERAGE one-day move over last 12 quarters: 264.81 to 285.19
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 256.41 to 293.59
Based on DOWN max only (-3.8%): 264.58

Open to requests for other symbols.

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

May 23, 2019 AC -7.32%
Feb. 28, 2019 AC -0.90%
Nov. 29, 2018 AC +9.93%
Aug. 23, 2018 AC +14.81%
May 24, 2018 AC -5.20%
March 1, 2018 AC +9.26%
Nov. 16, 2017 AC +17.89% Biggest UP
Aug. 24, 2017 AC +8.47%
May 25, 2017 AC -6.97%
Feb. 23, 2017 AC -3.23%
Nov. 29, 2016 AC +0.41%
Aug. 25, 2016 AC -10.10% Biggest DOWN

Avg (+ or -) 7.87%
Bias 2.25%, positive bias on earnings.

With stock at 129.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 118.69 to 139.31
Based on AVERAGE one-day move over last 12 quarters: 118.84 to 139.16
Based on MAXIMUM one-day move over last 12 Q’s (17.9%): 105.92 to 152.08
Based on DOWN max only (-10.1%): 115.97

Open to requests for other symbols.

#Earnings $CRM reports TOMORROW after the bell; by request I’m posting analysis today . Below are details on earnings one-day moves over the last 12 quarters.

June 4, 2019 AC +5.05%
March 4, 2019 AC -0.96%
Nov. 27, 2018 AC +10.27% Biggest UP
Aug. 29, 2018 AC -1.71%
May 29, 2018 AC +1.90%
Feb. 28, 2018 AC +2.73%
Nov. 21, 2017 AC -1.81%
Aug. 22, 2017 AC +0.12%
May 18, 2017 AC -0.39%
Feb. 28, 2017 AC +3.02%
Nov. 17, 2016 AC +3.43%
Aug. 31, 2016 AC -4.41% Biggest DOWN

Avg (+ or -) 2.98%
Bias 1.44%%, positive bias on earnings.

With stock at 147.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 139.86 to 155.14
Based on AVERAGE one-day move over last 12 quarters: 143.10 to 151.90
Based on MAXIMUM one-day move over last 12 Q’s (10.3%): 132.35 to 162.65
Based on DOWN max only (-4.4%): 141.00

Open to requests for other symbols.

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

May 1, 2019 AC +2.17%
Jan. 30, 2019 AC +2.04%
Oct. 16, 2018 AC +5.11%
Aug. 14, 2018 AC -7.77%
April 24, 2018 AC -0.27%
Jan. 23, 2018 AC +2.74%
Oct. 17, 2017 AC +16.42% Biggest UP
Aug. 22, 2017 AC -3.56%
April 25, 2017 AC -11.07%
Jan. 24, 2017 AC +5.18%
Oct. 18, 2016 AC -11.07%
Aug. 16, 2016 AC -14.91% Biggest DOWN

Avg (+ or -) 6.86%
Bias -1.25%, negative bias on earnings.

With stock at 58.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 53.27 to 63.73
Based on AVERAGE one-day move over last 12 quarters: 54.49 to 62.51
Based on MAXIMUM one-day move over last 12 Q’s (16.4%): 48.89 to 68.11
Based on DOWN max only (-14.9%): 49.78

Open to requests for other symbols.