#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)

#Earnings Sold to Open $BIDU 155/205 strangles for 1.75.
In smaller accounts, sold 150/155/205/210 condors for .70.

Strikes -14.4% and +13.3% OTM
I went father out than max moves, since premium was there and market in volatile.

#Earnings Sold to Open $ANTM Nov 2nd 242.5/247.5/277.5/282.5 iron condors for 1.10.

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

July 25, 2018 BO 0.75%
April 25, 2018 BO 6.15% Biggest UP
Jan. 31, 2018 BO 1.81%
Oct. 25, 2017 BO 5.35%
July 26, 2017 BO -2.93%
April 26, 2017 BO 3.80%
Feb. 1, 2017 BO 4.31%
Nov. 2, 2016 BO 4.74%
July 27, 2016 BO -2.71%
April 27, 2016 BO -1.57%
Jan. 27, 2016 BO -4.74% Biggest DOWN
Oct. 28, 2015 BO -1.99%

Avg + or – 3.40%
Bias 1.08%, positive bias on earnings.

With stock at 264.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 252.40 to 275.60
Based on AVERAGE move over last 12 quarters: 255.01 to 272.99
Based on MAXIMUM move over last 12 Q’s (6.2%): 247.76 to 290.24

Open for requests on other symbols.

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

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%
July 27, 2016 AC 1.34%
April 27, 2016 AC 7.19%
Jan. 27, 2016 AC 15.52% Biggest UP
Nov. 4, 2015 AC 4.63%

Avg + or – 6.08%
Bias 1.24%, positive bias on earnings.

With stock at 142.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 129.24 to 154.76
Based on AVERAGE move over last 12 quarters: 133.36 to 150.64
Based on MAXIMUM move over last 12 Q’s (19.0%): 115.08 to 168.92

Open for requests on other symbols.

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

July 31, 2018 AC -7.73%
April 26, 2018 AC 5.54%
Feb. 13, 2018 AC 4.56%
Oct. 26, 2017 AC -8.15% Biggest DOWN
July 27, 2017 AC 9.45%
April 27, 2017 AC -4.06%
Feb. 23, 2017 AC -5.12%
Oct. 27, 2016 AC 2.56%
July 28, 2016 AC -3.64%
April 28, 2016 AC 4.45%
Feb. 25, 2016 AC 9.84% Biggest UP
Oct. 29, 2015 AC 10.93%

Avg + or – 6.34%
Bias 1.55%, slight positive bias on earnings.

With stock at 180.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 163.68 to 196.32
Based on AVERAGE move over last 12 quarters: 168.60 to 191.40
Based on MAXIMUM move over last 12 Q’s (10.9%): 160.33 to 199.67

Expected move is close to Max moves. May be good for a strangle or condor. But it’s only Tuesday, and in this market, serious decay may not kick in until later in the week.

Open for requests on other symbols.

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

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%
May 2, 2017 BO 6.09%
Feb. 9, 2017 BO 3.06%
Nov. 1, 2016 BO -4.32%
Aug. 2, 2016 BO -0.62%
May 3, 2016 BO 1.77%
Feb. 4, 2016 BO 7.62% Biggest UP
Oct. 27, 2015 BO -8.69% Biggest DOWN

Avg + or – 4.19%
Bias -0.42%, slight negative bias on earnings.

With stock at 133.50, the data suggests these ranges.
Based on current IV (expected move per TOS): 125.81 to 141.19
Based on AVERAGE move over last 12 quarters: 127.91 to 139.09
Based on MAXIMUM move over last 12 Q’s (8.7%): 121.90 to 145.10

Open for requests on other symbols.

#Earnings I sold the 300 way too early on Tuesday, before I heard their earnings date was moving. I’ll be selling a strangle later today.

BTC $TSLA Oct 26th 300 call for 13.00. Sold for 4.60 on Tuesday.
BTC $TSLA Oct 26th 330 call for 1.16. Sold for 2.05 on Tuesday.

#earnings
At the bell, filled on closing $GOOGL Oct 26th 1000/980 put spreads for .35. Condor sold yesterday for 3.00. I’ll let the calls expire.

Closed $INTC Oct26/Nov2 45 dbl calendars for 1.06. Bought yesterday for .54.

Closed $AMZN Oct 26th 1600/1575 put spreads for 2.70. Condor sold yesterday for 3.75. I’ll let the calls expire.

The $CL and $GILD dbl cals not faring as well. Waiting for a hopeful rise in the stocks.

#Earnings
Look how docile GOOGL is… its range has been small, and I’ve usually skipped it due to lack of premium. But with IV up, premium is huge at the ranges below. If I go back to the 13th Quarter there was a 16% up move, so beware that despite the recent quiet, GOOGL can move big.

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

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%
July 28, 2016 AC 3.32%
April 21, 2016 AC -5.41%
Feb. 1, 2016 AC 1.31%
Oct. 22, 2015 AC 5.60%

Avg + or – 3.51%
Bias +0.22%, very slight upside bias on earnings.

With stock at 1095.00, the data suggests these ranges.
Based on current IV (expected move per TOS): 1035.20 to 1154.80
Based on AVERAGE move over last 12 quarters: 1056.56 to 1133.44
Based on MAXIMUM move over last 12 Q’s (5.6%): 1033.68 to 1156.32

Open for requests on other symbols.