geewhiz112 3:42 pm on Thursday, January 30, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 ), ShortPuts ( 4,764 ), ShortStrangles ( 716 )

MCD DbCal

#shortputs
$LK BTC 1/31 44 puts and STO 2/21 40 puts at $2 debit but would cost me $4 less if assigned. Hoping the medical complex bests coronavirus soon. Or, someone discovers coffee inhibits the virus.
$TNDM STO 2/21 73.50 put at 2.25, Thank you @jsd501

#shortstrangles
$NUGT STO 2/21 31/36 at 2.78 The 36 call is covered

#doublecalendar #earnings
$MCD Closed three legs of trade guaranteeing .69 per contract profit. Remaining leg is the 2/7 long 212.50 put.
Thank you for the idea @jeffcp66 and for your cogent webinar on subject.

mortlightman 1:05 pm on Thursday, January 30, 2020

AMZN

BTO Earnings BF Jan 31 1915/1922.50/1930 $0.24

Ramie 1:03 pm on Thursday, January 30, 2020

Wow AMZN

Up almost 10% after reporting

Ramie 12:25 pm on Thursday, January 30, 2020

PYPL covered calls

Sold $PYPL 3/20 125 calls @ 1.25. Covered by long stock. Strike price is at 23 delta and is above the all time high in the stock so I’m comfortable getting called out of my shares if it gets that high. But it would still have to eat through quite a bit of resistance to get there.

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 ( 3,113 )

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 ( 3,113 ), 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.

jsd501 10:21 am on Thursday, January 30, 2020

MSFT

STO March 6, 160 puts at 1.21

STO SPY 315 puts at 1.30 for February 7 expiration

jsd501 10:11 am on Thursday, January 30, 2020

LK

STO March 20, 40 calls at 3.02, I will be assigned the $40 puts on the Friday expiration. I still like this for the long term.

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

DRIP up

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

mortlightman 8:49 am on Thursday, January 30, 2020
Tags: supercharger ( 160 )

TSLA

STC Jan 31 490/492.50 call spread #supercharger Paid 1.35 sold for 2.49

Ramie 7:11 am on Thursday, January 30, 2020

FB put spread

Sold $FB 3/20 200/190 bull put spread @ 1.96

matt0311 7:07 am on Thursday, January 30, 2020
Tags: JadeLizard ( 130 )

#jadelizard After FB’s drop opened…

#jadelizard After FB’s drop opened a JadeLizard 195/212.5/215 March13 for 3.31, can get better now

Jeff 6:56 am on Thursday, January 30, 2020
Tags: Earnings ( 3,113 )

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.

fuzzballl 6:35 am on Thursday, January 30, 2020
Tags: Earnings ( 3,113 ), ShortPuts ( 4,764 )

TSLA Earnings

#ShortPuts #Earnings – Gonna be out all day so not even messing with it…

Bought to Close TSLA FEB 07 2020 480.0 Put @ .41 (sold for 5.35)

Ramie 3:11 pm on Wednesday, January 29, 2020

HES short puts

I didn’t see this earlier but in going through the activity I see that I was filled on selling $HES 3/20 52.50 puts @ 1.15. With more downside tomorrow am I might add the 50 puts if the premium goes over $1.

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 ( 3,113 )

TSLA call butterfly

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

Ramie 12:50 pm on Wednesday, January 29, 2020

EWZ strangle

Sold $EWZ 3/20 42/48 strangle @ 1.29 with the stock around 45. Deltas at 24 on both sides.

jsd501 12:48 pm on Wednesday, January 29, 2020

TNDM

STO Feb. 21, 73.5 puts at 2.20, Stock is breaking out and trading at 77

Jeff 12:46 pm on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 )

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.

thomberg1201 12:29 pm on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 ), IronCondor ( 244 ), tastytradefollow ( 88 )

#earnings #ironcondor FB Sold Feb….

#earnings #ironcondor FB

Sold Feb. 21, 202.50/207.50/240/245 for 1.46, outside the Average moves provided by Jeff (thank you).
#tastytradefollow

Jeff 12:23 pm on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 )

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.

fuzzballl 12:10 pm on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 ), JadeLizards ( 129 )

TSLA Earnings

#JadeLizards #Earnings – In a different account I’m taking a shot at an extremely bearish Jade Lizard. Playing for a down move of at least half the expected move. Selling a put at an even number and selling a very DITM bear call spread. No upside risk here…

Sold TSLA JAN 31 2020 500/545/555 Jade Lizard @ 10.05

MikeL 11:58 am on Wednesday, January 29, 2020
Tags: DoubleCalendar ( 209 )

Jeff, what is the typical…

Jeff, what is the typical expected profit % on a DC?

#doublecalendar

Lesserweavil 11:31 am on Wednesday, January 29, 2020

LK

BTC $LK 2/7/2020 30 puts @0.35. Was STO 1/27 @1.05.

Thanks @fuzzballl

Jeff 11:19 am on Wednesday, January 29, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 )

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

thomberg1201 10:23 am on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 )

#earnings TSLA I’m in a…

#earnings TSLA

I’m in a real mess with TSLA. I have an inverted 300/430 Feb. 21 strangle from Oct. earnings. I’ve taken in $6880 in premium after several rolls. I’m essentially hedging with these two trades.
Sold a Feb. 21, 570 put for 3726 and bought a Feb. 21, 580/595 call spread for 6.35.
I’m open for other ideas.

thomberg1201 9:16 am on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 ), ShortStrangles ( 716 )

#earnings #shortstrangles MSFT Sold Feb….

#earnings #shortstrangles MSFT

Sold Feb. 21, 155/180 for 1.32.

Thanks for the data Jeff

generalmelchett 9:10 am on Wednesday, January 29, 2020
Tags: ShortPuts ( 4,764 )

SQ

Closing early…SQ Feb 20 65 Put @.15….STO 1/16 @.96

#shortputs

Lesserweavil 9:01 am on Wednesday, January 29, 2020
Tags: BUPS ( 400 )

TSLA

BTC $TSLA 1/31/2020 445/455 #BuPS @0.25. Was STO @2.06 on 1/13.

fuzzballl 8:24 am on Wednesday, January 29, 2020
Tags: Earnings ( 3,113 ), ShortPuts ( 4,764 )

TSLA Earnings

#ShortPuts #Earnings – Going out a week and selling 1.5x the expected move. Hard to believe but this is still above the 50ma…

Sold TSLA FEB 07 2020 480.0 Put @ 5.35

What would I really like to see? Stock down 50 and still book a nice winner here. Immediately sell another one a lot lower in Feb monthly. We can dream can’t we? 🙂 🙂

thomberg1201 8:10 am on Wednesday, January 29, 2020
Tags: closing ( 266 ), Earnings ( 3,113 ), JadeLizard ( 130 )

#earnings #closing #jadelizard SQ This…

#earnings #closing #jadelizard SQ

This goes back to Aug. 1, sold a jade lizard with a short 75 put, SQ was at about 81. It dropped into the 50s in Sept. and Oct.
Bought Feb. 21, 75 put for a gain after many trades over 6 months.
Now what to do with a disastrous TSLA position.

fuzzballl 7:32 am on Wednesday, January 29, 2020
Tags: ShortPuts ( 4,764 )

AMD

#ShortPuts – Thanks @Ramie !

Sold AMD FEB 28 2020 42.0 Puts @ .72

Jeff 7:15 am on Wednesday, January 29, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 )

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 ( 3,113 )

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 ( 3,113 )

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.

Ramie 6:54 am on Wednesday, January 29, 2020

AMD puts

Sold $AMD 3/20 42 puts @ 1.20. Delta 23. Stock down today after earnings, currently 47.15. Strike is another 11% lower, well below the 50 day moving average.

Ramie 6:48 am on Wednesday, January 29, 2020

BA Iron Condor

Sold $BA 2/21 290/300/340/350 iron condor for 2.58 with the stock at 322.66. Put and call short strikes are 17 and 21.

geewhiz112 12:34 pm on Tuesday, January 28, 2020
Tags: CoveredCalls ( 2,203 ), ShortStrangle ( 18 )

LK Liking

#coveredcalls
$LK BTC 3/20 50 call at 2.80. STO on 1/14 for 6.60.

#shortstrangle
$LK STO 1/31 41 call/37 put at 1.73. The call is covered

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

fuzzballl 11:34 am on Tuesday, January 28, 2020
Tags: ShortPuts ( 4,764 )

LK

#ShortPuts – I’ll take it for a one night stand…

Bought to Close LK FEB 7 2020 30.0 Puts @ .45 (sold for 1.01)

geewhiz112 10:51 am on Tuesday, January 28, 2020
Tags: BUPS ( 400 )

ANET BUPS

#bups
$STO 2/21 212.50/222.50 BUPS at 2.90. Earnings 2/13

Jeff 10:00 am on Tuesday, January 28, 2020
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 )

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

geewhiz112 7:30 am on Tuesday, January 28, 2020
Tags: CoveredCalls ( 2,203 ), ShortPuts ( 4,764 )

ROKU Calls / IIPR Puts

#coveredcalls
$ROKU STO 1/31 130 calls at 2.16

#shortputs
$IIPR STO 3/20 75 put at 1.80 Hope this is better late than never. Thanks @jsd501

Jeff 7:03 am on Tuesday, January 28, 2020
Tags: Earnings ( 3,113 )

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 ( 3,113 )

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.

thomberg1201 6:45 am on Tuesday, January 28, 2020
Tags: closing ( 266 ), Earnings ( 3,113 )

#earnings #closing FFIV Bought 120/145…

#earnings #closing FFIV

Bought 120/145 strangle for 1.65, sold yesterday for 2.36

geewhiz112 8:47 pm on Monday, January 27, 2020
Tags: CoveredCalls ( 2,203 ), SPX1dte ( 1,714 )

ROKU NUGT ZM Calls Rolled / SPX Campaign Expired

#coveredcalls
$ROKU BTC 1/31 144 calls and STO 1/31 135 calls at added .63 credit
$NUGT BTC 1/31 33.50 calls and STO 2/7 34.50 calls at even
$ZM BTC 1/31 75 calls and STO 1/31 73 calls at added .45 credit

#spx1dte
$SPX 1/27 3195/3215/3330/3350 STO for 1.05. I was away and didn’t know how frightened
I should have been. Thank you @jeffcp66

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.

fuzzballl 11:12 am on Monday, January 27, 2020
Tags: ShortPuts ( 4,764 )

LK

#ShortPuts – I’ll join in. This should be before earnings by a week or two but I’m not sure…

Sold LK FEB 7 2020 30.0 Puts @ 1.01

honkhonk81 10:51 am on Monday, January 27, 2020

TRADES:

LK STO 1/31/20 35.0 PUTS @1.40
LK STO 1/31/20 39.5 CALLS @1.95
LK STO 1/31/20 40.0 CALLS @1.55
LK STO 1/31/20 40.5 CALLS @1.35
LK ST0 2/7/20 43.0 CALLS @1.50
LK BTC 1/31/20 47.5 CALLS @.05
LK STO 1/31/20 30.5 PUTS @.55
GDX STC STOCK 229.23

MikeL 10:36 am on Monday, January 27, 2020
Tags: SueCollar ( 10 )

Question about stop orders for…

Question about stop orders for long stock positions.

Do you use any stop orders for long stock positions?
Some recommend 5-10% below purchase price.
I tend to hold for too long…

#suecollar

MikeL 10:28 am on Monday, January 27, 2020

LK STO LK Feb21’20 23…

LK
STO LK Feb21’20 23 PUT @1.05

Jeff 10:19 am on Monday, January 27, 2020
Tags: Earnings ( 3,113 )

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.

thomberg1201 8:52 am on Monday, January 27, 2020
Tags: Earnings ( 3,113 ), ShortStrangles ( 716 )

#earnings #shortstrangles FFIV Sold Feb….

#earnings #shortstrangles FFIV

Sold Feb. 21, 120/145 strangle for 2.36.

Thanks for the data Jeff

Lesserweavil 7:21 am on Monday, January 27, 2020
Tags: BUPS ( 400 )

LULU

STO $LULU Feb 21 2020 212.5/222.5 #BuPS @1.4. Stock @235, 25 days to expire, Short option 22 delta, earnings 3/25.

Jeff 7:19 am on Monday, January 27, 2020
Tags: Earnings ( 3,113 )

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 ( 3,113 )

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.

fuzzballl 7:08 am on Monday, January 27, 2020
Tags: ShortPuts ( 4,764 )

SOXL TQQQ UDOW

#ShortPuts – Staying small. Starters in TQQQ and SOXL. Adding one to UDOW.

Sold TQQQ FEB 28 2020 80.0 Put @ 2.31
Sold SOXL FEB 21 2020 190.0 Put @ 2.50
Sold UDOW MAR 20 2020 100.0 Put @ 2.48

jsd501 7:07 am on Monday, January 27, 2020

OLED

STO March 20, 175 put at 6.90, stock is at 195

fuzzballl 7:03 am on Monday, January 27, 2020
Tags: BearCallSpreads ( 123 )

DRIP

#BearCallSpreads – Added one…

Sold DRIP MAR 20 2020 140.0/180.0 Bear Call Spread @ 2.35

fuzzballl 6:59 am on Monday, January 27, 2020
Tags: BearCallSpreads ( 123 )

UVXY

#BearCallSpreads – Taking some risk off with pretty good profits. Still short a few at lower strikes in Feb and a sizable position in March.

Bought to Close UVXY FEB 21 2020 18.0/30.0 Bear Call Spreads @ .44 (sold for .86)
Bought to Close UVXY FEB 21 2020 20.0/30.0 Bear Call Spreads @ .28 (sold for .80)

jsd501 6:57 am on Monday, January 27, 2020

SEDG

STO March 20, 90 puts at 4.44, stock at 102.73

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.

geewhiz112 3:53 pm on Saturday, January 25, 2020

What Virus’ Have Done

MikeL 10:10 am on Saturday, January 25, 2020

Interactive Brokers Is anyone using…

Interactive Brokers

Is anyone using IB Securities Lending Program?
What is your opinion about it?

fuzzballl 7:49 pm on Friday, January 24, 2020

BA

Interesting little 25 minute video. A couple of our guys in the simulator showing some of the issues…

fuzzballl 2:33 pm on Friday, January 24, 2020
Tags: OptionsExpiration ( 796 )

Options Expiration

#OptionsExpiration – No expirations but one assignment. SQ getting called away at 63.50. Was originally assigned the stock at 76.00 during an earnings implosion. Rode it all the way to 55 selling calls. Gone now with a very satisfying profit of .15 LOL

So long I’ll see ya next time!!

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

fuzzballl 12:40 pm on Friday, January 24, 2020
Tags: BearCallSpreads ( 123 )

DRIP

#BearCallSpreads – Thanks @Jeff ! Starter position looking to add for about 2.00…

Sold DRIP MAR 20 2020 140.0/180.0 Bear Call Spread @ 1.60

Ramie 12:16 pm on Friday, January 24, 2020

UAL strangle

Sold $UAL 3/20 75/90 strangle @ 2.32 with the stock at 81.77. Delta neutral with the strikes around 21 delta. Will adjust if the stock makes any more big moves.