#Earnings BTC $TTD Nov 9th 100 puts for .20. The 100/90 put spreads sold yesterday for 1.75.

#Earnings Sold to Open $TTD Nov 9th 100/90 put spreads for 1.75. Had this order in and it filled right before the bell. Stock just dropped after the bell, 100.50 the low (so far)!

I was trying for $YELP long straddle but didn’t want to pay over 6.20, so no fill. Now I can see it dropped 12.00 so it would have been a nice winner. Dick for a tick!

#Earnings $YELP reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 8, 2018 AC 26.65%
May 10, 2018 AC -7.81%
Feb. 7, 2018 AC -14.04%
Nov. 1, 2017 AC -0.10%
Aug. 3, 2017 AC 27.66% Biggest UP
May 9, 2017 AC -18.35% Biggest DOWN
Feb. 9, 2017 AC -13.64%
Nov. 2, 2016 BO 9.94%
Aug. 9, 2016 AC 12.83%
May 5, 2016 AC 23.71%
Feb. 8, 2016 AC -2.30%
Oct. 28, 2015 AC 3.98%

Avg + or – 13.42%
Bias 4.04%, a slight positive bias on earnings.

With stock at 44.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 38.07 to 49.93
Based on AVERAGE move over last 12 quarters: 38.44 to 50.36
Based on MAXIMUM move over last 12 Q’s (27.7%): 32.12 to 56.68

I have more than once bought straddles and profited from this. More than a double on August’s earnings. Even if it opens flat you can get out with a small loss or breakeven. However, I’m seeing today’s straddle is going for about 6.00, which is over a dollar more than I paid in August. I’ll be considering it at day’s end.

Open for requests on other symbols.

#Earnings This is a fairly new issue (oldest earnings date is Nov 2016). It has had huge moves up but minimal moves down. I’m looking at selling the 100 puts, since that’s farther down than its biggest drop. Unless somebody warns me off it!

$TTD reports tonight. Below are details on earnings 1-day moves over the last 8 quarters (its entire history).

Aug. 9, 2018 AC 37.13%
May 10, 2018 AC 43.39% Biggest UP
Feb. 22, 2018 AC 23.84%
Nov. 9, 2017 AC -13.96% Biggest Down
Aug. 10, 2017 AC 8.76%
May 11, 2017 AC 30.10%
Feb. 16, 2017 AC -2.84%
Nov. 10, 2016 AC 8.62%

Avg + or – 21.08%
Bias 16.88%, huge positive bias on earnings.

With stock at 127.80 the data suggests these ranges.
Based on current IV (expected move per TOS): 105.08 to 150.52
Based on AVERAGE move over last 12 quarters: 100.86 to 154.74
Based on MAXIMUM move over last 12 Q’s (43.4%): 72.35 to 183.25

Open for requests on other symbols.

#Earnings $DIS reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 7, 2018 AC -2.21%
May 8, 2018 AC -1.78%
Feb. 6, 2018 AC -1.32%
Nov. 9, 2017 AC 2.04%
Aug. 8, 2017 AC -3.87%
May 9, 2017 AC -2.15%
Feb. 7, 2017 AC 0.00%
Nov. 10, 2016 AC 2.86% Biggest UP
Aug. 9, 2016 AC 1.23%
May 10, 2016 AC -4.04% Biggest DOWN
Feb. 9, 2016 AC -3.75%
Nov. 5, 2015 AC 2.36%

Avg + or – 2.30%
Bias -0.89%, slight negative bias on earnings.

With stock at 116.5 the data suggests these ranges.
Based on current IV (expected move per TOS): 113.02 to 119.98
Based on AVERAGE move over last 12 quarters: 113.82 to 119.18
Based on MAXIMUM move over last 12 Q’s (4.0%): 111.79 to 119.83

Open for requests on other symbols.

#Earnings $ATVI reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 2, 2018 AC -3.69%
May 3, 2018 AC 4.51%
Feb. 8, 2018 AC 1.90%
Nov. 2, 2017 AC -3.43%
Aug. 3, 2017 AC -3.06%
May 4, 2017 AC 1.37%
Feb. 9, 2017 AC 18.87% Biggest UP
Nov. 3, 2016 AC -3.85%
Aug. 4, 2016 AC -0.66%
May 5, 2016 AC 8.47%
Feb. 11, 2016 AC -7.86% Biggest DOWN
Nov. 3, 2015 AC 3.26%

Avg + or – 5.08%
Bias 1.32%, positive bias on earnings.

With stock at 63.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 58.59 to 67.41
Based on AVERAGE move over last 12 quarters: 59.80 to 66.20
Based on MAXIMUM move over last 12 Q’s (18.9%): 51.11 to 74.89

NOTE: The 18.9% up move is an outlier. It’s the biggest move going all the way back to 2002. So if you remove the outlier, the MAX is 8.5%, which would indicate a range of 57.66 to 68.34.

Open for requests on other symbols.

#Earnings… Should have closed both of these right at the open. Getting killed on both ends.
Short the $Z 34/47 strangles
Short the $TWLO 60/85 strangles

$Z will be manageable at such a low stock price. $TWLO is unpredictable because it could run for a very long time without stopping. Watching for now. Will roll as necessary.

#Earnings $WYNN reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 1, 2018 AC -6.53%
April 24, 2018 AC -3.74%
Jan. 22, 2018 BO 8.67%
Oct. 26, 2017 AC -1.50%
July 25, 2017 AC -5.02%
April 25, 2017 AC 5.89%
Jan. 26, 2017 AC 7.93%
Nov. 2, 2016 AC -9.31% Biggest DOWN
July 28, 2016 AC -6.41%
May 5, 2016 AC 1.77%
Feb. 11, 2016 AC 15.83% Biggest UP
Oct. 15, 2015 AC -1.16%

Avg (+ or -) 6.15%
Bias 0.54%, small positive bias on earnings.

With stock at 112.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 103.05 to 120.95
Based on AVERAGE move over last 12 quarters: 105.12 to 118.88
Based on MAXIMUM move over last 12 Q’s (15.8%): 94.27 to 129.73

Open for requests on other symbols.

#Earnings $SQ reports tonight. Below are details on earnings 1-day moves over the last 11 quarters (its entire history).

Aug. 1, 2018 AC 8.65%
May 2, 2018 AC 1.13%
Feb. 27, 2018 AC 0.30%
Nov. 8, 2017 AC 3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC 8.86%
Feb. 22, 2017 AC 14.02% Biggest UP
Nov. 1, 2016 AC 6.41%
Aug. 3, 2016 AC 8.42%
May 5, 2016 AC -21.68% Biggest DOWN
March 9, 2016 AC -6.06%

Avg + or – 7.60%
Bias 1.71%, positive bias on earnings.

With stock at 79.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 71.15 to 86.85
Based on AVERAGE move over last 12 quarters: 73.00 to 85.00
Based on MAXIMUM move over last 12 Q’s (21.7%): 61.87 to 96.13

Open for requests on other symbols.

#Earnings Sold to Open $TWLO Nov 9th 60/85 strangles for 1.96. I am -16.7% and +18.1% OTM.

#Earnings $TWLO reports tonight. I missed this one on my side chart, so including analysis here. Below are details on earnings 1-day moves over the last 8 quarters (its entire history).

Aug. 6, 2018 AC 18.69%
May 8, 2018 AC 18.17%
Feb. 13, 2018 AC 16.18%
Nov. 8, 2017 AC -6.82%
Aug. 7, 2017 AC 9.99%
May 2, 2017 AC -26.31%
Feb. 7, 2017 AC 1.55%
Nov. 3, 2016 AC -3.15%

Avg + or – 12.61%
Bias 3.54%, positive bias on earnings.

With stock at 72.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 61.53 to 82.47
Based on AVERAGE move over last 12 quarters: 62.92 to 81.08
Based on MAXIMUM move over last 12 Q’s (26.3%): 53.06 to 90.94

Open for requests on other symbols.

#Earnings Sold to Open $Z Nov 9th 34/47 strangles for 1.45.

$Z reports Wednesday morning. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 6, 2018 AC -14.77% Biggest DOWN
May 7, 2018 AC -1.44%
Feb. 8, 2018 AC -2.67%
Nov. 7, 2017 AC 2.67%
Aug. 8, 2017 AC -9.05%
May 4, 2017 AC 9.29%
Feb. 7, 2017 AC -6.37%
Nov. 1, 2016 AC 6.32%
Aug. 4, 2016 AC -4.73%
May 3, 2016 AC 12.05% Biggest UP
Feb. 11, 2016 AC -0.89%
Nov. 3, 2015 AC -6.27%

Avg + or – 6.38%
Bias -1.32%, negative bias on earnings.

With stock at 40.60 the data suggests these ranges.
Based on current IV (expected move per TOS): 34.57 to 46.63
Based on AVERAGE move over last 12 quarters: 38.01 to 43.19
Based on MAXIMUM move over last 12 Q’s (14.8%): 34.60 to 46.60

Expected move is same as MAX moves. Trade carefully..

Open for requests on other symbols.

#Earnings $BKNG reports today after the bell. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 8, 2018 AC -5.01%
May 9, 2018 AC -4.74%
Feb. 27, 2018 AC 6.77%
Nov. 6, 2017 AC -13.51% Biggest DOWN
Aug. 8, 2017 AC -6.93%
May 9, 2017 AC -4.51%
Feb. 27, 2017 AC 5.64%
Nov. 7, 2016 AC 6.60%
Aug. 4, 2016 AC 3.98%
May 4, 2016 BO -7.50%
Feb. 17, 2016 BO 11.24% Biggest UP
Nov. 9, 2015 BO -9.56%

Avg + or – 7.17%
Bias -1.46%, slight negative bias on earnings.

***Since it’s only Monday, I checked 5-day moves. Only 1 quarter of the above exceeded these ranges, at +15.6%.

With stock at 1880.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 1750.90 to 2009.10
Based on AVERAGE move over last 12 quarters: 1745.28 to 2014.72
Based on MAXIMUM move over last 12 Q’s (13.5%): 1626.01 to 2133.99

Open for requests on other symbols.

#Earnings $REGN reports in the morning. Below are details on earnings 1-day moves over the last 12 quarters.

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%
Aug. 4, 2016 BO -1.80%
May 5, 2016 BO 4.73%
Feb. 9, 2016 BO -6.28% Biggest DOWN
Nov. 4, 2015 BO -2.42%

Avg + or – 3.50%
Bias +0.60%, no significant bias on earnings.

***Since it’s only Monday, I checked 5-day moves. Only 1 quarter of the above exceeded these ranges, at +9.5%.

With stock at 354.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 329.66 to 378.34
Based on AVERAGE move over last 12 quarters: 366.38 to 341.62
Based on MAXIMUM move over last 12 Q’s (7.0%): 329.26 to 378.74

Open for requests on other symbols.

#Earnings Today’s up move is its biggest since April 2009… even the intraday high is biggest since that date.

Guess I picked the wrong day to trade it neutrally.

#Earnings BTC $ANET Nov 2nd 270 calls for .20. The 202.5/270 strangles sold yesterday for 2.025. I’ll let the puts expire.

#Earnings BTC $AAPL Nov 2nd 205 puts for .20. Sold yesterday for 1.60. The 232.5 calls were sold for 1.12 (avg price) and I’ll let them expire.

#Earnings I’m legging into $AAPL short Nov 2nd 232.5 calls, against the 205 puts I sold this morning. Filled on 1 so far at 1.02. Next fill is for 1.10.

#Earnings Sold to Open $ANET Nov 2nd 202.5/270 strangles for 2.05.

$ANET reports after the bell. Below are details on earnings 1-day moves over the last 12 quarters.

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%
Aug. 4, 2016 AC -0.33%
May 5, 2016 AC 5.11%
Feb. 18, 2016 AC 11.77%
Nov. 5, 2015 AC 13.71%

Avg + or – 9.82%
Bias 4.31%, positive bias on earnings.

With stock at 237.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 215.96 to 258.04
Based on AVERAGE move over last 12 quarters: 214.17 to 260.83
Based on MAXIMUM move over last 12 Q’s (19.4%): 191.35 to 283.65

Open for requests on other symbols.

#Earnings BTC $W Nov 2nd 85/135 strangles for .24. Sold strangles yesterday for 1.82.

#Earnings Bought to close $CI 200/222.5 strangles for .25. Sold yesterday for 1.97.

#Earnings Sold $AAPL Nov 2nd 205 puts for 1.60. Will sell calls if we can rally. I sold early, thinking this morning weakness will be bought. Hopefully the whole day doesn’t turn ugly!

#Earnings $AAPL reports after the bell. Below are details on earnings 1-day moves over the last 12 quarters.

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%
July 26, 2016 AC 6.49% Biggest UP
April 26, 2016 AC -6.25%
Jan. 26, 2016 AC -6.57% Biggest DOWN
Oct. 27, 2015 AC 4.12%

Avg + or – 4.50%
Bias 1.22%, positive bias on earnings.

With stock at 218.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 206.86 to 229.14
Based on AVERAGE move over last 12 quarters: 208.19 to 227.81
Based on MAXIMUM move over last 12 Q’s (6.6%): 203.68 to 232.15

Open for requests on other symbols.

#Earnings Got assigned this stock with cost basis of 20.35.

Sold $PVTL Nov 16th 21 covered calls for .70

#Earnings
Sold to Open $CI Nov 2nd 200/222.5 strangles for 1.96. I’ve ever traded this healthcare stock, but its moves on earnings are subdued, and it also appears to have been little affected by recent volatility.

$CI reports in the morning. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 2, 2018 BO 3.26%
May 3, 2018 BO 0.30%
Feb. 1, 2018 BO -1.60%
Nov. 2, 2017 BO 0.27%
Aug. 4, 2017 BO -1.98%
May 5, 2017 BO 2.24%
Feb. 2, 2017 BO 0.44%
Nov. 3, 2016 BO -0.45%
July 29, 2016 BO -5.16%
May 6, 2016 BO -3.02%
Feb. 4, 2016 BO 1.71%
Nov. 6, 2015 BO 0.30%

Avg + or – 1.73%
Bias -0.31%, slight negative bias on earnings.

With stock at 210.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 200.70 to 219.30
Based on AVERAGE move over last 12 quarters: 206.37 to 213.63
Based on MAXIMUM move over last 12 Q’s (5.2%): 199.16 to 220.84

Open for requests on other symbols.

#Earnings
Sold to Open $W Nov 2nd 85/135 strangles for 1.818 (avg price). This stock sometimes can move big, but not always. These strikes are just outside the max moves of the stock.

$W reports in the morning. Below are details on earnings 1-day moves over the last 12 quarters.

Aug. 2, 2018 BO 7.54%
May 2, 2018 BO 13.65%
Feb. 22, 2018 BO -22.71% Biggest DOWN
Nov. 2, 2017 BO -15.54%
Aug. 8, 2017 BO -6.26%
May 9, 2017 BO 20.73% Biggest UP
Feb. 23, 2017 BO -6.49%
Nov. 8, 2016 BO -4.13%
Aug. 9, 2016 BO -19.58%
May 9, 2016 BO 10.16%
Feb. 25, 2016 BO 10.62%
Nov. 10, 2015 BO -13.98%

Avg + or – 12.62%
Bias -2.17%, slight negative bias on earnings.

With stock at 110.50, the data suggests these ranges.
Based on current IV (expected move per TOS): 94.46 to 126.54
Based on AVERAGE move over last 12 quarters: 96.65 to 124.55
Based on MAXIMUM move over last 12 Q’s (22.7%): 85.48 to 135.72

Open for requests on other symbols.

#Earnings I’ve confirmed from their website that earnings will be after the close today, even though some sources have not confirmed themselves.

Below are details on $STMP earnings 1-day moves over the last 12 quarters.

Aug. 1, 2018 AC 8.43%
May 3, 2018 AC 3.91%
Feb. 21, 2018 AC 11.00%
Nov. 2, 2017 AC -22.59% Biggest DOWN
Aug. 2, 2017 AC 35.88%
May 3, 2017 AC -0.40%
Feb. 23, 2017 AC -1.60%
Nov. 3, 2016 AC 6.63%
July 28, 2016 AC -6.23%
May 9, 2016 AC -5.32%
Feb. 25, 2016 AC 21.04%
Nov. 5, 2015 AC 38.10% Biggest UP

Avg + or – 13.43%
Bias 7.40%, strong positive bias on earnings.

With stock at 205.50, the data suggests these ranges.
Based on current IV (expected move per TOS): 179.12 to 231.88
Based on AVERAGE move over last 12 quarters: 177.91 to 233.09
Based on MAXIMUM move over last 12 Q’s (38.1%): 127.20 to 283.80

Open for requests on other symbols.

#Earnings
BTC $BIDU 150/155/205/210 condors for .10. Sold yesterday for .70. (Filled right at the bell)
BTC $BIDU Nov 2nd 155/205 strangles for .30. Sold yesterday for 1.80. (filled six minutes later)