Jeff 7:03 am on Wednesday, July 17, 2019
Tags: Earnings ( 3,114 )

NFLX earnings analysis

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

April 16, 2019 AC -1.31%
Jan. 17, 2019 AC -3.98%
Oct. 16, 2018 AC +5.28%
July 16, 2018 AC -5.24%
April 16, 2018 AC +9.18%
Jan. 22, 2018 AC +9.97%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54%
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC +3.86%
Oct. 17, 2016 AC +19.02% Biggest UP
July 18, 2016 AC -13.12% Biggest DOWN

Avg (+ or -) 7.39%
Bias 2.75%, positive bias on earnings.

With stock at 365.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 338.73 to 392.27
Based on AVERAGE move over last 12 quarters: 338.48 to 392.52
Based on MAXIMUM move over last 12 Q’s (19.0%): 295.98 to 435.02
Based on DOWN Max only (-13.1%): 317.55

Open to requests for other symbols.

fuzzballl 6:56 am on Wednesday, July 17, 2019
Tags: Earnings ( 3,114 ), JadeLizards ( 129 )

ISRG Earnings (high risk)

#Earnings #JadeLizards – Legging into the Lizard on the bounce…

Sold ISRG JUL 19 2019 530.0/540.0 Bear Call Spread @ 3.55

Position is now Friday’s 505.0/530.0/540.0 Jade Lizard @ 10.25

No upside risk and downside breakeven is 10 dollars below the 50ma and 5 dollars outside the expected move…but…could go anywhere. Earnings after the close tomorrow.

Jeff 6:47 am on Wednesday, July 17, 2019
Tags: SPX1dte ( 1,714 )

SPX 7-dte

#SPX1dte Sold $SPX July 24 2920/2945-3040/3065 condors for 2.85.

Jeff 6:36 am on Wednesday, July 17, 2019
Tags: SPX1dte ( 1,714 )

SPX long closed

#SPX1dte STC $SPX July 19th 3025/3040 long call spreads for 1.30. Bought for 1.80 on the 9th. Small loss, but fortunately all the short spreads are killing it.

geewhiz112 3:45 pm on Tuesday, July 16, 2019
Tags: BearCallSpreads ( 123 )

SRPT Closed

#bearcallspreads
$SRPT BTC 7/19 165/175 BECS at .40. STO at 1.45. Put the trade on when stock jumped way up as result of drug trial.

Jeff 12:11 pm on Tuesday, July 16, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Premium is low so I went 10-wide, double size:

Sold $SPX 2965/2975-3025/3035 condors for .45, IV 7.57%, SPX 3005

Jeff 11:48 am on Tuesday, July 16, 2019
Tags: SPX1dte ( 1,714 )

SPX 1 dayer

#SPX1dte BTC $SPX July 18th (monthlies) 2935/2960-3040/3065 condors for .90. Sold yesterday for 2.45.

Jeff 11:36 am on Tuesday, July 16, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,114 )

CSX earnings analysis & trade

#Earnings Bought $CSX Jul19/Jul26 79.5 #DoubleCalendar for .33 and .34.

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

April 16, 2019 AC +4.01%
Jan. 16, 2019 AC -0.44%
Oct. 16, 2018 AC -2.06%
July 17, 2018 AC +7.07%
April 17, 2018 AC +7.84% Biggest UP
Jan. 16, 2018 AC -0.75%
Oct. 17, 2017 BO +2.63%
July 18, 2017 AC -5.06% Biggest DOWN
April 19, 2017 AC +5.60%
Jan. 17, 2017 AC -3.17%
Oct. 12, 2016 AC +3.11%
July 13, 2016 AC +2.97%

Avg (+ or -) 3.73%
Bias 1.81%, positive bias on earnings.

With stock at 79.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.63 to 82.37
Based on AVERAGE move over last 12 quarters: 76.54 to 82.46
Based on MAXIMUM move over last 12 Q’s (7.8%): 73.27 to 85.73
Based on DOWN Max only (-5.1%): 75.48

Open to requests for other symbols.

fuzzballl 11:24 am on Tuesday, July 16, 2019
Tags: Earnings ( 3,114 ), JadeLizard ( 130 )

ISRG Earnings (high risk)

#Earnings – Normally don’t enter these until the day of earnings but taking a shot with today’s pullback. Might leg into a #JadeLizard on a bounce. Selling the put side down at the 50ma. Hasn’t been a whole lot to do last week or so. Just letting some earlier sales wind down.

Sold ISRG JUL 19 2019 505.0 Put @ 6.70

thomberg1201 9:50 am on Tuesday, July 16, 2019

#earnings #shortstrangles UAL

Sold Aug. 16, 85/105 for .93, thanks Jeff for the data.

thomberg1201 9:03 am on Tuesday, July 16, 2019

WDC

Hey Ramie, our dreams of getting out of WDC aren’t looking so good today.

honkhonk81 7:10 am on Tuesday, July 16, 2019

A TRADE:

OSTK STO 7/19/19 18.0 CALLS @.85 Trying something new for me anyway, will wait for the stock to get close to 18.85 what I got, in premium, .85, before I cover. An experiment.

Jeff 7:06 am on Tuesday, July 16, 2019
Tags: BUPS ( 400 ), Earnings ( 3,114 )

UAL earnings analysis

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

April 16, 2019 AC +4.77%
Jan. 15, 2019 AC +6.35%
Oct. 16, 2018 AC +5.95%
July 17, 2018 AC +8.78% Biggest UP
April 17, 2018 AC +4.81%
Jan. 23, 2018 AC -11.44%
Oct. 18, 2017 AC -12.07% Biggest DOWN
July 18, 2017 AC -5.90%
April 17, 2017 AC -4.26%
Jan. 17, 2017 AC +0.35%
Oct. 17, 2016 BO -0.31%
July 19, 2016 BO +0.29%

Avg (+ or -) 5.44%
Bias -0.22%, no significant bias on earnings.

With stock at 93.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.53 to 97.47
Based on AVERAGE move over last 12 quarters: 87.94 to 98.06
Based on MAXIMUM move over last 12 Q’s (12.1%): 81.77 to 104.23
Based on UP Max only (+8.8%): 101.17

Open to requests for other symbols.

#bups

geewhiz112 1:15 pm on Monday, July 15, 2019
Tags: BuCS ( 52 ), BUPS ( 400 ), CoveredCalls ( 2,209 ), ShortPuts ( 4,772 )

LABU CC / TWLO BUCS Closed / DELL Put Closed / AMZN BUPS

#coveredcalls
$LABU STO 7/19 49 call at .75

#bucs
$TWLO STC 7/19 130/140 BUCS at 9.50. BTO at 5.20 on 6/5.

#shortputs
$DELL BTC 7/19 62.5 put at 7.80. STO on 6/13 for 9.40. Stock at 55.01. Not sure how I got out.

#bups
$AMZN STO 7/19 1980/1990 BUPS at 2.20. Will this be a Prime deal?

Jeff 1:01 pm on Monday, July 15, 2019
Tags: SPX1dte ( 1,714 )

SPX expired

#SPX1dte Expiring today, $SPX July 15th 2960/2980/3030/3050, sold Friday for .85

thomberg1201 12:43 pm on Monday, July 15, 2019

#tastytradefollow #callbutterfly VIX

Bought Aug. 21 +15/-18/-18/+21 for .44

geewhiz112 11:48 am on Monday, July 15, 2019
Tags: BUPS ( 400 ), CoveredCalls ( 2,209 ), ShortPuts ( 4,772 )

AMZN CRM PLAY Closed / TNDM Calls and Puts

#bups
$AMZN BTC 7/19 1800/1830 BUPS at .10. STO 6/25 for 6.35
$CRM BTC 7/19 145/155 BUPS at .40. STO 6/11 for 4.00

#coveredcalls
$TNDM STO 7/26 68 calls at 1.25. Earnings 7/29

#shortputs
$TNDM STO 7/26 64 puts at 2.60 Earnings still 7/29
$PLAY BTC 7/19 40 put at .40. STO 6/12 at 2.30

thomberg1201 10:15 am on Monday, July 15, 2019

#earnings JPM

Sold August 16, 105/120 strangle for .90. Thanks for the data Jeff.

fibwizard 9:59 am on Monday, July 15, 2019
Tags: Futures ( 85 )

/ES Swing trade..

#futures
6/29 Long /ES at 2915…off the bounce at the 38.1% retracement..
7/15 Closed /ES long today when price hit 3020..which was the Day high then..

105 point gain in /ES for a two week trade….

fibwizard 9:40 am on Monday, July 15, 2019
Tags: SPX ( 105 )

SPX Trade

#spx

STO qty 2 Aug 19 SPX BUPS 2815/2915 @ 16.42

jdietz1954 9:21 am on Monday, July 15, 2019

SPX

Sold July 26th 2935/2915 BuPS @ 1.00

Jeff 7:50 am on Monday, July 15, 2019
Tags: SPX1dte ( 1,714 )

SPX 3-dte

#SPX1dte Sold $SPX July 18th 2935/2960-3040/3065 condors for 2.45

Jeff 7:14 am on Monday, July 15, 2019
Tags: Earnings ( 3,114 )

JPM earnings analysis

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

April 12, 2019 BO +4.68% Biggest UP
Jan. 15, 2019 BO +0.73%
Oct. 12, 2018 BO -1.09%
July 13, 2018 BO -0.45%
April 13, 2018 BO -2.70% Biggest DOWN
Jan. 12, 2018 BO +1.65%
Oct. 12, 2017 BO -0.28%
July 14, 2017 BO -0.91%
April 13, 2017 BO -1.17%
Jan. 13, 2017 BO +0.53%
Oct. 14, 2016 BO -0.32%
July 14, 2016 BO +1.51%

Avg (+ or -) 1.34%
Bias 0.18%, no significant bias on earnings.

NOTE: 5-day results are not significantly different

With stock at 114.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 110.85 to 117.15
Based on AVERAGE move over last 12 quarters: 112.48 to 115.52
Based on MAXIMUM move over last 12 Q’s (4.7%): 108.66 to 119.34
Based on DOWN Max only (-2.7%): 110.92

Open to requests for other symbols.

Lesserweavil 7:06 am on Monday, July 15, 2019
Tags: BUPS ( 400 )

ADBE

STO $ADBE 8/16/2019 285/295 #BuPS @1.40.

Jeff 7:05 am on Monday, July 15, 2019
Tags: Earnings ( 3,114 )

GS earnings analysis

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

April 15, 2019 BO -3.81%
Jan. 16, 2019 BO +9.54% Biggest UP
Oct. 16, 2018 BO +3.01%
July 17, 2018 BO -0.18%
April 17, 2018 BO -1.64%
Jan. 17, 2018 BO -1.86%
Oct. 17, 2017 BO -2.60%
July 18, 2017 BO -2.59%
April 18, 2017 BO -4.71% Biggest DOWN
Jan. 18, 2017 BO -0.61%
Oct. 18, 2016 BO +2.14%
July 19, 2016 BO -1.17%

Avg (+ or -) 2.82%
Bias -0.37%, tiny negative bias on earnings.

NOTE: 5-day results are more positive, with a MAX up move of +12%

With stock at 210.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 202.02 to 217.98
Based on AVERAGE move over last 12 quarters: 204.07 to 215.93
Based on MAXIMUM move over last 12 Q’s (9.5%): 189.97 to 230.03
Based on DOWN Max only (-4.7%): 200.11

Open to requests for other symbols.

Lesserweavil 5:51 am on Saturday, July 13, 2019
Tags: BUPS ( 400 )

ADBE + BYND

BTC $ADBE 7/26/2019 280/290 #BuPS @.25. Was STO @1.45 on 7/2. Wanted to roll this to a later expiration, but didn’t get a fill on the BTC until 5 minutes before close.

Expired $BYND 125/135 Jul 12 2019 #BuPS. Was STO on 7/1 @1.50.

fibwizard 2:30 pm on Friday, July 12, 2019

Latest Chart for SPX/ES :

Jeff 12:56 pm on Friday, July 12, 2019
Tags: SPX1dte ( 1,714 )

SPX 1 dayer

#SPX1dte Bought to close $SPX July 24th 2990/2965 put spreads for 4.05. Sold yesterday for 7.70. Couldn’t let such a nice 1-day profit ride.

geewhiz112 11:56 am on Friday, July 12, 2019
Tags: BullCallSpreads ( 26 ), BullPutSpreads ( 150 ), CoveredCalls ( 2,209 )

Closed EHTH LYFT / SQ CC /

#bullcallspreads
$EHTH STC 7/19 75/80 BUCS at 4.90. BTO at 2.19.
#bullputspreads
$LYFT BTC 7/19 52.50/60 BUPS at .30. STO at 1.60
#coveredcalls
$SQ STO 7/19 83 call at 1.01.

Jeff 11:22 am on Friday, July 12, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold $SPX July 15th 2960/2980-3030/3050 condors for .85, IV 5.72%, SPX 3008

Jeff 10:48 am on Friday, July 12, 2019

Econ Calendar for week of 7/15/19

Link to calendar: https://us.econoday.com/byweek.asp?day=15&month=7&year=2019&cust=us&lid=0

fuzzballl 7:32 am on Friday, July 12, 2019
Tags: ShortPuts ( 4,772 )

ILMN SOXL

#ShortPuts – Booking one and selling one in this slow week. Looking forward to some earnings volatility over the coming weeks.

Selling near the 52 week lows and the week prior to earnings.

Sold ILMN JUL 26 2019 280.0 Put @ 2.60

Booking one I had to roll last month. Need some weakness to get back in now.

Bought to Close SOXL JUL 19 2019 135.0 Put @ .50 (sold for 12.10)

geewhiz112 7:12 am on Friday, July 12, 2019
Tags: LongPuts ( 144 )

OMCLPuts

#longputs
$OMCL BTO 11/15 75 puts at 7.20. I hope they cheated.

Jeff 7:05 am on Friday, July 12, 2019
Tags: Earnings ( 3,114 ), Rolling ( 463 )

Uber strangle

#Earnings #Rolling
Continuing my revenge campaign on $UBER,
Sold UBER Aug 2nd 41/47 strangles for .85.
Earnings are Aug 8th. On last earnings I bought a long straddle, but stock decided not to move. So now I’m selling strangles, and its working because it still ain’t moving much.

geewhiz112 2:16 pm on Thursday, July 11, 2019
Tags: BullCallSpreads ( 26 ), CoveredCalls ( 2,209 ), HIIQ, ShortPuts ( 4,772 ), SPXcampaign ( 2,265 )

AMZN BUCS / SPX Camapign Closed / HIIQ Calls Rolled Out / TNDM PLAY Puts Closed

#bullcallspreads
$AMZN BTO 7/26 2000/2010 BUCS at 5.15. Earnings 7/25. Plan to be out before then.

#spxcampaign
$SPX BTC 7/12 2970/2945 BUPS at .80. STO at 5.10 7/5. Thank you @jeffcp66

#coveredcalls
#HIIQ BTC 7/19 30 Calls AND STO 8/16 30 call at .60 credit. Earnings 8/7.

#shortputs
$TNDM BTC 7/19 70 puts at 2.75. STO on 6/18 for 8.00. Stock at 67.11.
$PLAY BTC 7/19 40 puts at .40. STO on 6/28 for .85. Still have a few 7/19 40 puts left that were STO at 2.30. Not sure why I did not close at same time. Duh?

Jeff 1:06 pm on Thursday, July 11, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Isn’t enough premium in calls, so I only sold a put spread for tomorrow, and couldn’t get filled until after the bell, as it just kept moving higher after I sold the July 24th spread.

Sold $SPX July 12th 2980/2960 put spreads for .70. IV 7.98%, SPX close at 2999.

Lesserweavil 12:50 pm on Thursday, July 11, 2019

WORK

Rolled $WORK Jul 2019 40 calls (Covered) for Aug 2019 40 calls @+.40.
Takes my basis down to 39.11 with the stock at 34.96.

thomberg1201 12:43 pm on Thursday, July 11, 2019

#rolling day ARLO, GDX, DDD

ARLO rolled 4 straddle to Aug. for 69, received ARLO in a spinoff
GDX rolled uly 18 calls to August for.02, underwater on this, will sell puts to make a strangle
DDD rolled 9 call to Aug for .52, will be even in DDD if my unborn and unconceived grandchildren continue rolling.

thomberg1201 12:36 pm on Thursday, July 11, 2019
Tags: tastytradefollow ( 88 )

#callbutterfly SPX

Sold Aug. 16, 3065/3075/3075/3090 for .95
#tastytradefollow

Jeff 11:36 am on Thursday, July 11, 2019
Tags: SPX1dte ( 1,714 )

SPX 13-dte

#SPX1dte Sold $SPX July 24th 2990/2965 put spreads for 7.60. ATM aggressive spread to take advantage of the Upside Warning. Probably will close this with 50% of max. I honestly meant to sell NEXT Wednesday’s (17th), but mixed up the weeks. I’d rather an ATM spread have a shorter life.

Missed my chances to close my LONG July 12th 3025/3035 call spreads; yesterday’s highs would have been about breakeven (bought for 1.80). Still holding the 3025/3040 longs for July 19th, as well as two short puts spreads that are doing well.

Ramie 11:26 am on Thursday, July 11, 2019

CI call spread

Sold $CI 8/16 185/194 bear call spread @ 1.60.

honkhonk81 9:50 am on Thursday, July 11, 2019

Day trade update:

AMRN STC STOCK @22.45, up .27, enough stock to make it worthwhile. Never let a profit get away.

honkhonk81 9:15 am on Thursday, July 11, 2019

A TRADE:

AMRN BTO STOCK @22.18 Probably a day trade.

honkhonk81 8:26 am on Thursday, July 11, 2019

AN ITM PUT TRADE: (in the money)

GOOS STO 7/12/19 42.5 PUTS @.60 To acquire more stock.

Ramie 8:16 am on Thursday, July 11, 2019

Taking profits on IRBT

Bought to close 9/20 60 puts @ .50. Sold for 1.20 on 4/24.
I am now totally out of this underlying.

thomberg1201 8:11 am on Thursday, July 11, 2019
Tags: tastytradefollow ( 88 )

#ironcondor TWTR

#tastytradefollow Sold Aug. 16, 32/34/41/43 for .89

honkhonk81 7:34 am on Thursday, July 11, 2019

A TRADE:

GOOS BTO STOCK @41.62

Lesserweavil 7:30 am on Thursday, July 11, 2019
Tags: BUPS ( 400 )

FB

STO $FB 180/190 7/26/2019 #BuPS @1.49. Earnings are on the 24th. 190 Put is ~22 delta.

geewhiz112 1:58 pm on Wednesday, July 10, 2019
Tags: BearCallSpreads ( 123 ), BullCallSpreads ( 26 )

CMG GOOGL Closed

#bearcallspreads
$CMG BTC 7/19 780/770 BECS for .60. STO at 1.95. Thank you @ramie77

#bullcallspreads
$GOOGL STC 7/19 1100/1050 BUCS at 47.00. BTO at 22.80 0n 6/5.

Ramie 1:02 pm on Wednesday, July 10, 2019

NUGT adding

Sold $NUGT 9/20 44 calls @ 1.10 (highest strike).
I am now short these calls in Sep 26, 30, 31, 35, 39, 44. I could roll the ITM 26 calls up now but it would have to be to December. Could roll to 30 for a small credit but I’m going to wait a bit before I do that.

Ramie 12:56 pm on Wednesday, July 10, 2019

Closing XBI

Bought to close $XBI 8/16 78 puts @ .48-.49. Sold for 1.21 on 6/24.

Ramie 12:34 pm on Wednesday, July 10, 2019

WDC covered calls

Sold 7/19 55 calls @ 1.00, against part of my assigned long position.

Jeff 11:31 am on Wednesday, July 10, 2019
Tags: Earnings ( 3,114 )

DAL earnings analysis

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

April 10, 2019 BO +1.59%
Jan. 15, 2019 BO +0.16%
Oct. 11, 2018 BO +3.56%
July 12, 2018 BO +1.78%
April 12, 2018 BO +2.93%
Jan. 11, 2018 BO +4.76% Biggest UP
Oct. 11, 2017 BO +0.70%
July 13, 2017 BO -1.76% Biggest DOWN
April 12, 2017 BO -0.52%
Jan. 12, 2017 BO -1.06%
Oct. 13, 2016 BO +1.88%
July 14, 2016 BO +3.58%

Avg (+ or -) 2.02%
Bias 1.47%, positive bias on earnings.

With stock at 59.10 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 57.03 to 61.17
Based on AVERAGE move over last 12 quarters: 57.90 to 60.30
Based on MAXIMUM move over last 12 Q’s (4.8%): 56.29 to 61.91
Based on DOWN Max only (-1.8%): 58.06

Open to requests for other symbols.

Ramie 10:56 am on Wednesday, July 10, 2019

Completely out of sync on NFLX

Intraday weakness had me convinced the stock was rejected at resistance and heading lower, and I was looking for quick decay on short dated options. Didn’t work out so I’m closing these before they get out of hand.
Bought to close:
$NFLX 7/12 380 calls @ 4.06 (sold for 2.50)
$NFLX 7/12 382.50 calls @ 2.74 (sold for 1.52)

honkhonk81 8:36 am on Wednesday, July 10, 2019

A TRADE:

TLRY STO 7/12/19 45.5 CALLS @.59 Covered

Ramie 8:21 am on Wednesday, July 10, 2019

NFLX reversal

Sold 7/12 380 calls @ 2.50 for this Friday’s expiration

honkhonk81 7:36 am on Wednesday, July 10, 2019

A TRADE: Continuing my assault on this……

OSTK STO 7/12/19 18.0 CALLS @.70

Jeff 7:04 am on Wednesday, July 10, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte stopped

#SPX1dte Stopped $SPX July 10th 3005/3020 call spreads for 3.05. Condors sold yesterday for .70. The weakness made me doubt the UpW warning again… shouldn’t have sold this call side with both the upside move threatening and Powell testimony today.

jsd501 6:21 am on Wednesday, July 10, 2019

VIX

Jeff, good call on the VIX.

Jeff 6:12 am on Wednesday, July 10, 2019

The VIX told us

Dow futures turn positive after Powell sets the stage for a rate cut in testimony to Congress https://t.co/xoGAh6oJmX

— CNBC Now (@CNBCnow) July 10, 2019