Jeff 7:00 am on Tuesday, February 26, 2019
Tags: Earnings ( 3,113 )

EOG earnings analysis

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

Nov. 2, 2018 BO -4.24%
Aug. 3, 2018 BO -2.79%
May 3, 2018 AC -1.16%
Feb. 28, 2018 BO -5.16% Biggest DOWN
Nov. 3, 2017 BO +1.50%
Aug. 2, 2017 BO -2.26%
May 8, 2017 AC -0.05%
Feb. 27, 2017 AC -0.93%
Nov. 3, 2016 AC -0.30%
Aug. 4, 2016 AC +7.02% Biggest UP
May 5, 2016 AC -3.17%
Feb. 25, 2016 AC -1.45%

Avg (+ or -) 2.50%
Bias -1.08%, negative bias on earnings.

With stock at 94.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 90.14 to 98.86
Based on AVERAGE move over last 12 quarters: 92.14 to 96.86
Based on MAXIMUM move over last 12 Q’s (7.0%): 87.87 to 101.13

Open to requests for other symbols.

thomberg1201 6:55 am on Tuesday, February 26, 2019
Tags: CoveredCallCampaign ( 132 )

#coveredcallcampaign AA Rolled March 15…

#coveredcallcampaign AA

Rolled March 15 30 call to April 18, 30 call for .93 bringing cost basis down to 32.09, assigned at 38, stock currently at 30.

geewhiz112 9:25 pm on Monday, February 25, 2019
Tags: CoveredCalls ( 2,203 )

Covered Call / LABU / ETSY / TNDM

#coveredcalls
$LABU STO 3/1 60 call at 1.75. Sold after the big surge up today. Not sure if it will hold. If I get called away basis is 47 and I am happy camper. If it goes up to 100 next week still a happy camper, just not the happiest camper.

$ETSY STO 3/15 65 calls at 2.35. Part covered, part naked. Naked more exciting. Earlier in day sold some of stock.
$TNDM STO 3/1 50 calls at 2.65 They report soon and I have too large a position. If taken away I am fine. If not I will sell calls again.

fuzzballl 9:09 pm on Monday, February 25, 2019
Tags: DiagonalBearCallSpreads ( 27 )

UVXY

#DiagonalBearCallSpreads – One late fill…

Sold UVXY MAR 22 2019 55.0 Calls @ 1.10

fuzzballl 10:48 am on Monday, February 25, 2019
Tags: CoveredCalls ( 2,203 )

LABU

#CoveredCalls – Rolling one out and up…

Rolled LABU MAR 08 2019 52.0 Call to MAR 29 2019 54.0 Call @ .15 credit

Ramie 10:43 am on Monday, February 25, 2019

Rolling MU strangle

Rolled $MU Mar 15 41.50/42 strangle out to Apr 18 40/46 strangle for .35 credit.
History so far:
1/29: March 33/42 strangle sold for 1.92 credit
2/6: Rolled 33 puts up to 39 puts, staying in March, for 1.00 credit
2/20: Rolled 39 puts up to 41.50 puts, staying in March, for .64 credit
2/25: Rolled March 41.50/42 strangle out to April 40/46 for .35, widening from 1/2 point to 6 points with the deltas (put/call) at 31 and 38. The fact that earnings come between March and April expiration allowed me to make this roll.

Now I’m just looking for this thing to slow down a bit. Total credit taken in 3.91 so my breakevens are now 36.09 and 49.91, a pretty wide range for the stock to bounce around between now and earnings at which point I’ll have hopefully closed the position for a profit.

Jeff 10:29 am on Monday, February 25, 2019
Tags: SPX1dte ( 1,714 )

SPX 4-dte

#SPX1dte As a roll from the stopped spread today: Sold $SPX March 1st 2715/2740/2845/2870 condors for 2.40. If possible I will close with 60% of profit a day or two early. (.10 delta, 12.5% IV, SpX 2801)

honkhonk81 9:42 am on Monday, February 25, 2019

TRADES: Some delayed.

SLDB STC STOCK 10.26 A gift.
PYX BTO STOCK @25.33
NIO BTO STOCK @9.03

thomberg1201 9:20 am on Monday, February 25, 2019
Tags: Earnings ( 3,113 ), JadeLizard ( 130 )

#earnings #jadelizard M Sold March…

#earnings #jadelizard M

Sold March 15, 22(put)/25/25.50 for .73, stock at 24.60, recent low of 23.95. I have 100 assigned shares from a while ago. Thanks for the data Jeff.

MamaCash 9:16 am on Monday, February 25, 2019
Tags: UpW

Upside warning trades

Closed most of my IWM, QQQ, and SPY calls for doubles and triples. Opened on Feb 5. Still holding one lot each.

Rolled my TNA, TQQQ, and TNA stock replacement structures (SRS) back down to 85delta long/35 delta short. This is the fourth roll down on TNA. Locked in a profit with no risk on current position. UPRO needs one more roll. TQQQ a little slower but more than 50% covered.
#UpW

MamaCash 9:12 am on Monday, February 25, 2019
Tags: SPX1dte ( 1,714 )

SPX IC

Starting up my short-term SPX ICs again.
STO SPX Feb27 2845/2850 BeCS @.35 x2 based on hitting resistance in 2810 area today.
STO SPX Feb27 2755/2750 BuPS @.25 x2 based on well-defined price range box
STO SPX Feb27 2825/2830 BeCS @ .35 x4
STO SPX Feb27 2765/2760 BuPS @ .25 x2

BTC SPX Feb27 2845/2850 BeCS @ .05 x2. STO @ .35 x2. $60 profit
BTC SPX Feb27 2825/2830 BeCS @ .05 x4. STO @ .35 x4. $120 profit
BTC SPX Feb27 2755/2750 BuPS @ .05 x2. STO @ .25 x2. $40 profit
BTC SPX Feb27 2765/2760 BuPS @ .05 x2. STO @ .25 x2. $40 profit
Total profit $280
#spx1dte

Jeff 8:13 am on Monday, February 25, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte stopped

#SPX1dte Bought to close $SPX Feb 25th 2815 calls for 2.75. Holding the longs to sell if we go higher.

This is my first loss on a short 1-dte since Jan 22nd. And again, losses are about 1x-3x the wins, so not difficult to make up.

jsd501 8:11 am on Monday, February 25, 2019

LABU

Rolled March 65 calls to June 21, 70 calls for a credit of 2.90,trying to stay ahead of this rally.

fuzzballl 8:07 am on Monday, February 25, 2019
Tags: ShortCalls ( 979 )

UVXY

#ShortCalls -This was a naked short call that went ITM in December. Rolled it way out and up slightly. Finally closing it for a profit. Can now move the call sales back to nearer term (if we ever get any more volatility)…

Bought to Close UVXY JUN 21 2019 57.0 Call @ 3.75 (sold for 4.00)

Addy 8:04 am on Monday, February 25, 2019
Tags: SPXcampaign ( 2,265 )

#spxcampaign STO 1 MAR 2019…

#spxcampaign
STO 1 MAR 2019 2725/2705 BuPS at $0.45

Addy 8:01 am on Monday, February 25, 2019
Tags: SPXcampaign ( 2,265 )

#spxcampaign STO 28 FEB 2019…

#spxcampaign
STO 28 FEB 2019 2745/2735 BuPS at $0.40

Jeff 7:56 am on Monday, February 25, 2019
Tags: LongCalls ( 495 )

More SPY sold

#LongCalls Sold $SPY Mar 8th 277.5 calls for 4.95. Bought for 1.72, avg price. Still holding more.

Addy 7:54 am on Monday, February 25, 2019
Tags: SPXcampaign ( 2,265 )

#spxcampaign STO 27 FEB 2019…

#spxcampaign
STO 27 FEB 2019 2755/2735 BuPS at $0.50

fuzzballl 7:45 am on Monday, February 25, 2019
Tags: DiagonalBearCallSpreads ( 27 )

UVXY

#DiagonalBearCallSpreads – Stocking up again to sell against later…

Bought UVXY APR 18 2019 90.0 Calls @ .30

Jeff 7:44 am on Monday, February 25, 2019
Tags: Earnings ( 3,113 )

SHAK earnings analysis

#Earnings — $SHAK reports tonight. Below are details on earnings one-day moves over the last 12 quarters. (5-day results had HIGHER extremes, meaning stock often continues in same direction after first day).

Nov. 1, 2018 AC -13.88% Biggest DOWN
Aug. 2, 2018 AC -11.88%
May 3, 2018 AC +18.01% Biggest UP
Feb. 15, 2018 AC -7.71%
Nov. 1, 2017 AC -3.36%
Aug. 3, 2017 AC -5.45%
May 4, 2017 AC +9.20%
March 1, 2017 AC -2.63%
Nov. 9, 2016 AC +10.67%
Aug. 10, 2016 AC -6.19%
May 12, 2016 AC +9.74%
March 7, 2016 AC -11.83%

Avg (+ or -) 9.21%
Bias -1.28%, negative bias on earnings.

With stock at 53.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 47.81 to 58.19
Based on AVERAGE move over last 12 quarters: 48.12 to 57.88
Based on MAXIMUM move over last 12 Q’s (18.0%): 43.45 to 62.55

Open to requests for other symbols.

mortlightman 7:43 am on Monday, February 25, 2019

John Carter

Closing out all longs here as $SPX is moving towards the 2820ish target. I think there is more upside for $PYPL, $SQ, $IBB but would rather sell too soon. Going to give myself the gift of being 100% cash the rest of today and tomorrow, then revisit the markets on Wednesday.

Jeff 7:29 am on Monday, February 25, 2019
Tags: Earnings ( 3,113 )

M earnings analysis

#Earnings — $M reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. (5-day results had roughly the same extremes).

Nov. 14, 2018 BO -7.18%
Aug. 15, 2018 BO -15.94%
May 16, 2018 BO +10.82%
Feb. 27, 2018 BO +3.46%
Nov. 9, 2017 BO +10.98%
Aug. 10, 2017 BO -10.24%
May 11, 2017 BO -17.00% Biggest DOWN
Feb. 21, 2017 BO -0.03%
Nov. 10, 2016 BO +5.60%
Aug. 11, 2016 BO +17.08% Biggest UP
May 11, 2016 BO -15.16%
Feb. 23, 2016 BO +3.04%

Avg (+ or -) 9.71%
Bias -1.21%, negative bias on earnings.

With stock at 24.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 22.22 to 27.18
Based on AVERAGE move over last 12 quarters: 22.30 to 27.10
Based on MAXIMUM move over last 12 Q’s (17.1%): 20.48 to 28.92

Open to requests for other symbols.

Jeff 7:08 am on Monday, February 25, 2019
Tags: Earnings ( 3,113 )

AZO trade

#Earnings Sold $AZO March 1st 855/860-940/945 condors for 2.30. Fairly close to 1:1 R/R, but only at the average historical move, so definitely risky.

Jeff 6:59 am on Monday, February 25, 2019
Tags: Earnings ( 3,113 )

AZO earnings analysis

#Earnings — $AZO reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters. (5-day results were actually less extreme, meaning extreme moves were faded after first day).

Dec. 4, 2018 BO +6.74% Biggest UP
Sept. 18, 2018 BO -1.97%
May 22, 2018 BO -9.48%
Feb. 27, 2018 BO -11.06%
Dec. 5, 2017 BO +0.42%
Sept. 19, 2017 BO -5.00%
May 23, 2017 BO -11.84% Biggest DOWN
Feb. 28, 2017 BO -0.58%
Dec. 6, 2016 BO +0.43%
Sept. 22, 2016 BO -0.42%
May 24, 2016 BO +2.47%
March 1, 2016 BO +2.06%

Avg (+ or -) 4.37%
Bias -2.35%, negative bias on earnings (1-day), but 5-day results show no bias… extreme negative moves were faded over the following days.

With stock at 900.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 853.07 to 946.93
Based on AVERAGE move over last 12 quarters: 860.65 to 939.35
Based on MAXIMUM move over last 12 Q’s (11.8%): 793.44 to 1,006.56

Open to requests for other symbols.

hcgdavis 4:35 pm on Saturday, February 23, 2019
Tags: Fuzzy ( 415 ), lizardpies ( 28 ), MarketTide ( 11 ), pietrades ( 240 )

Updates

#markettide Spoke with Bryan this morning. They are rolling out version 3 either this week or next. He told me it maxes out TOS so if you have a slower computer like my laptop you may be better off staying with version 2. However version 3 is supposed to have scanning and my desk top has the power to handle it. He also said thanks to everyone at the Bistro that picked it up. The scanning should give live time signals!

#pietrades
ALXN Rolled 2/22 #lizardpies to 125/129/130 for 1.42 credit. cb 123.88 if assigned
EOG 98.5 put rolled down to 96.5 for 3/1 for 0.50 credit, batch 1. Second batch went through at 0.15 (tradestation issues). Cb 94.28 if assigned. Earnings next week.
LNG 65.5 put rolled earlier in week. Cb 64.21 if assigned
TRIP 57 put rolled out to 3/1 for 0.35 credit. 53.99 if assigned. If still ITM this week will roll it out 43 DTE and down.
XBI #lizardpies rolled out to 3/1 and adjusted to 83/86/87 for 0.30 credit. Cb 82.40 if assigned.
ERX 22 cc 3/1 for 21.53 debit and cost basis.
TQQQ 54 cc in 3 weeks at 56.79. Trying to stay ahead of the rolls until break even then will let it assign and start over.
TQQQ 52 CC at 57.00. Same
FAS 56.6 cc rolled up to 57 3/1 for 0.40 credit. Cb 54.77.
EOG batch 2 rolled out to 3/1 for 0.15 cb 94.34 if assigned.

#fuzzy
GILD 70/70 rolled out 43 DTE for 0.24 credit. cb 7.48.
XBI 80/80 cb 12.56
LNG 50/60 cb 12.93
GILD batch 2 67.5/69 rolled out 43 DTE for 0.45 credit. Cb 6.51.

Tradestation 10 has some huge memory requirements, that was my issue with it not working. I spent 2 hours with Tech sorting out the issues. Bottom line, you need a 10gb memory chip to run version 10. If you don’t have that stay with version 9.5 and they will continue to support it. Option station pro requires less power on that version as well. However, you have to uninstall all previous version and re-install it for the 9.5 version to work correctly. Ghost files from the other version interferes.

I am trying to figure out a way to separate my accounts from the service accounts. May take me a little while to figure out an easy template. In the meantime will probably only have time to post on the weekends. Once I can easily separate them should be able to update on a more regular basis.

Also will be doing more buy writes for #pietrades depending on directional signals. Better returns than just selling puts if I have a upward bias. The other option is more ATM or ITM puts if I think it is headed higher.

Hope everyone is doing well and staying dry or at least having fun with some snow:)
Just wet here.

geewhiz112 1:22 pm on Saturday, February 23, 2019
Tags: calledaway ( 4 ), OptionsExpiration ( 796 )

Expirations LABU TNDM / NFLX Called Away

#optionsexpiration
$LABU 54 call (covered)
$TNDM 50 call

#calledaway
$NFLX 362.5 call

jsd501 10:21 am on Saturday, February 23, 2019

LABU

I forgot to post these.

STO June 21, 40 puts @ 4.00

STO June 21, 35 puts @2.60

fuzzballl 9:04 am on Saturday, February 23, 2019
Tags: Earnings ( 3,113 )

BIDU Earnings

#Earnings – Couldn’t watch the market until the close Friday. Caught a quick look at an article about Google and some new gaming stuff they’re developing so booked the BIDU early just in case.

Bought to Close BIDU FEB 22 2019 167.5 Put @ .70 (sold for 2.93)

geewhiz112 1:55 pm on Friday, February 22, 2019
Tags: Earnings ( 3,113 ), OptionsExpiration ( 796 ), ShortPuts ( 4,764 )

Expired NTES Closed Early NTES FLR Earnings / HIIQ Puts

#earnings #optionsexpiration
$NTES 217.5 put STO at 3.07. Thank you @fuzzballl for the jade lizard. It worked flawlessly.

#earnings Closed Early
$NTES BTC 237.5/232/5 BECS at .20 STO 2/20 at 2.28 completing @fuzzballl lovely lizard.
$FLR Double calendar 38 short straddle. BTC at .95. STO 2/21 at 2.70 Thank you @jeffcp66

#shortputs Yesterday
$HIIQ STO 3/15 40 put at 2.81

mortlightman 1:54 pm on Friday, February 22, 2019

Have a great WE

Jeff 11:23 am on Friday, February 22, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Feb 25th 2735/2755-2815/2830 condors for 1.05. (IV: 7.3%, SPX 2788)

Expiring today: Feb 22nd condor, sold yesterday for .90

Ramie 10:53 am on Friday, February 22, 2019

KHC strangle

Borrowing an idea from TastyTrade.
Sold KHC Apr 18 32.50/37.50 strangle for 1.88 credit with the stock centered at 35.00.

Jeff 10:24 am on Friday, February 22, 2019
Tags: Jobs ( 135 )

Econ Calendar for week of 2/25/18

Jerome Powell speaks Tuesday and Wednesday
GDP report Thursday
#Jobs report will be released the following week, on Friday, March 8th

Link to calendar: https://us.econoday.com/byweek.asp?day=1&month=3&year=2019&cust=us&lid=0

MikeL 10:22 am on Friday, February 22, 2019
Tags: FallingKnife ( 988 )

STMP #fallingknife STO Jan 17,…

STMP
#fallingknife

STO Jan 17, 2020 75 PUT @ 11.70

Jeff 10:17 am on Friday, February 22, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 )

HLF closed

#Earnings Sold to close $HLF Feb22/Mar01 57.5 #DoubleCalendar for .78. Bought for .45 on Tuesday. Price started fading from its highs so I don’t think we’re making it up to 57.50 today.

I’m waiting on $AAOI until the bitter end. Looks like we may get a 14.50 pin.

Jeff 8:16 am on Friday, February 22, 2019
Tags: LongLEAPs ( 81 ), SyntheticCoveredCalls ( 228 )

TQQQ calls

#LongLEAPs #SyntheticCoveredCalls
Sold to Open $TQQQ March 8th 50 calls for 2.15. Replacing the ones I closed yesterday.

jsd501 8:14 am on Friday, February 22, 2019

LABU

STO June 21, 70 calls @ 2.80, long 2021 leaps.

Jeff 8:01 am on Friday, February 22, 2019
Tags: LongCalls ( 495 )

SPY calls

#LongCalls Starting to sell $SPY March 8th 277.5 calls, bought for 1.73 avg price. Sold some for 3.30 today.

thomberg1201 7:42 am on Friday, February 22, 2019
Tags: CoveredCallCampaign ( 132 )

#coveredcallcampaign AAPL Rolled February 22,…

#coveredcallcampaign AAPL
Rolled February 22, 175 call to March 1, 172.50 for 1.51, cost basis down to 170.76, going to get out of this OK.

Jeff 7:24 am on Friday, February 22, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 )

FLR closed

#Earnings Sold to close $FLR #DoubleCalendar for .77. Bought for .44 yesterday. Stock is starting to rally so closed before it got away from me.

Jeff 7:16 am on Friday, February 22, 2019

STMPed out

Stamps .com @STMP gapped down 54% on earnings at the open this AM. Since 2001, just 11 other stocks have gapped down 50%+ on earnings out of ~150,000 reports. A 0.007% event. Here's the list from our Earnings Screener: https://t.co/vFFMKBVnKu pic.twitter.com/u8ZXsv9G3C

— Bespoke (@bespokeinvest) February 22, 2019

https://platform.twitter.com/widgets.js

thomberg1201 6:39 am on Friday, February 22, 2019
Tags: closing ( 266 ), Earnings ( 3,113 )

#earnings #closing BIDU Yesterday sold…

#earnings #closing BIDU

Yesterday sold April 18, 140/200 strangle for 2.24, bought today for 1.67

john4419 6:20 am on Friday, February 22, 2019

HLF and AAOI Double Cal…. Jeff

Was wondering what TOS Modeling shows about potential profit for today?

fuzzballl 1:33 pm on Thursday, February 21, 2019
Tags: FallingKnife ( 988 )

STMP

#FallingKnife

Jeff 12:57 pm on Thursday, February 21, 2019
Tags: LongLEAPs ( 81 ), SyntheticCoveredCalls ( 228 )

TQQQ calls

#LongLEAPs #SyntheticCoveredCalls
Bought to close $TQQQ Feb 22nd 48 calls for 1.70. Sold for 2.20 on Feb 12th. Will sell more tomorrow.

Ramie 12:55 pm on Thursday, February 21, 2019

VXX put spread

Bought $VXX 3/15 33.50/28.50 bear put spread for 2.38 with VXX at 32.04. Looking to take 50% out of this so will close for around 3.70-3.80. Breakeven in a little more than 2 weeks is 31.12. Using to offset some more old SVXY positions that I’m tracking.

thomberg1201 12:49 pm on Thursday, February 21, 2019
Tags: Earnings ( 3,113 ), ShortStrangles ( 716 )

#earnings #shortstrangles BIDU Not exactly…

#earnings #shortstrangles BIDU

Not exactly an earnings trade, sold April 18, 140/200 strangle for 2.24.

thomberg1201 12:06 pm on Thursday, February 21, 2019
Tags: closing ( 266 ), Earnings ( 3,113 )

#earnings #closing DECK Jan. 31,…

#earnings #closing DECK

Jan. 31, sold March 15, 100/150 strangle for 2.22, DECK went up to 146, now down 3 consecutive days and the trade finally turned slightly profitable, bought today for 1.85.

fuzzballl 11:48 am on Thursday, February 21, 2019
Tags: IRA ( 431 ), ShortPuts ( 4,764 )

NTES

#ShortPuts #IRA – Out of the earnings trade but still looking for some China exposure. Taking another shot a little lower…

Sold NTES APR 18 2019 190.0 Put @ 2.90

Jeff 11:38 am on Thursday, February 21, 2019
Tags: DoubleCalendar ( 209 ), Earnings ( 3,113 )

Dub Cals

#Earnings #DoubleCalendar

Bought $AAOI Feb22/Mar01 14.5 dbl cals for .27
Bought $FLR Feb22/Mar01 38 dbl cals for .45

Jeff 11:17 am on Thursday, February 21, 2019
Tags: SPX1dte ( 1,714 )

SPX 1-dte

#SPX1dte Sold to Open $SPX Feb 22nd 2725/2745-2805/2825 condors for .90. (IV: 10.17%, SPX 2774)

fuzzballl 10:58 am on Thursday, February 21, 2019
Tags: Earnings ( 3,113 ), JadeLizard ( 130 )

NTES

#Earnings #JadeLizard – Taking off the call side but still holding the 217.50 put for now….

Bought to Close NTES FEB 22 2019 232.5/237.5 Bear Call Spread @ .03

Addy 10:33 am on Thursday, February 21, 2019
Tags: SPXcampaign ( 2,265 )

#spxcampaign STO SPX 2-22-19 BeCS…

#spxcampaign
STO SPX 2-22-19 BeCS 2805/2819 at 0.20

thomberg1201 9:24 am on Thursday, February 21, 2019
Tags: Earnings ( 3,113 )

#earnings Z Sold March 15,…

#earnings Z

Sold March 15, 30/40 strangle for 1.35, tempting fate. In August I sold an earnings 45/55 that took until the end of December to settle. Thanks for the info Jeff.

mortlightman 9:14 am on Thursday, February 21, 2019
Tags: MarketTide ( 11 )

How is #markettide working?? Have…

How is #markettide working?? Have not seen it mentioned lately.

Ramie 8:35 am on Thursday, February 21, 2019
Tags: pietrades ( 240 )

CVS post earnings

Sold $CVS Apr 18 60 puts @ 1.26 with the stock at 62.79

#pietrades

Ramie 8:03 am on Thursday, February 21, 2019

NVDA April

Sold $NVDA Apr 18 140 puts @ 3.30. Thanks for the idea @fuzzballl.

Jeff 7:51 am on Thursday, February 21, 2019
Tags: Earnings ( 3,113 )

Z earnings analysis

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

Nov. 6, 2018 AC -26.92% Biggest DOWN
Aug. 6, 2018 AC -14.77%
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%

Avg (+ or -) 8.10%
Bias -3.04%, negative bias on earnings.

With stock at 34.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.28 to 38.12
Based on AVERAGE move over last 12 quarters: 31.43 to 36.97
Based on MAXIMUM move over last 12 Q’s (26.9%): 24.99 to 43.41

Open to requests for other symbols.

fuzzballl 7:36 am on Thursday, February 21, 2019
Tags: IRA ( 431 ), ShortPuts ( 4,764 )

BIDU “Earnings”

#ShortPuts #IRA – Not really an earnings play but if it works out that way I’ll take it. Mainly trying to acquire some stock for longer term covered call sales…

Sold BIDU FEB 22 2019 167.5 Put @ 2.93

Jeff 7:20 am on Thursday, February 21, 2019
Tags: Earnings ( 3,113 )

ROKU earnings analysis

#Earnings — $ROKU reports tonight. Below are details on earnings one-day moves over its entire history.

Nov. 7, 2018 AC -22.29% Biggest DOWN
Aug. 8, 2018 AC +21.31%
May 9, 2018 AC -1.71%
Feb. 21, 2018 AC -17.71%
Nov. 8, 2017 AC +54.93% Biggest UP

Avg (+ or -) 23.59%
Bias 6.91%, positive bias on earnings.

With stock at 52.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 44.88 to 59.12
Based on AVERAGE move over last 12 quarters: 39.73 to 64.27
Based on MAXIMUM move over last 12 Q’s (54.9%): 23.44 to 80.56

Open to requests for other symbols.

Jeff 7:17 am on Thursday, February 21, 2019
Tags: Earnings ( 3,113 )

BIDU earnings analysis

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

Oct. 30, 2018 AC +3.64%
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

Avg (+ or -) 5.73%
Bias 0.95%, positive bias on earnings.

With stock at 171.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 161.90 to 180.10
Based on AVERAGE move over last 12 quarters: 161.20 to 180.80
Based on MAXIMUM move over last 12 Q’s (9.8%): 154.17 to 187.83

Open to requests for other symbols.

fuzzballl 7:01 am on Thursday, February 21, 2019
Tags: DiagonalBearCallSpreads ( 27 )

UVXY

#DiagonalBearCallSpreads – Selling diagonals against free March 90 short calls. Not as risky as it looks with ITM short puts helping.

Sold UVXY MAR 15 2019 52.5 Calls @ 1.42

Jeff 7:01 am on Thursday, February 21, 2019
Tags: Earnings ( 3,113 )

OLED earnings analysis

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

Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Feb. 23, 2017 AC +20.08%
Nov. 3, 2016 AC +2.98%
Aug. 4, 2016 AC -8.01%
May 5, 2016 AC -0.76%
Feb. 25, 2016 AC -11.45%

Avg (+ or -) 11.69%
Bias 2.05%, positive bias on earnings.

With stock at 117.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 105.41 to 129.59
Based on AVERAGE move over last 12 quarters: 103.77 to 131.23
Based on MAXIMUM move over last 12 Q’s (23.9%): 89.45 to 145.55

Open to requests for other symbols.

Ramie 7:00 am on Thursday, February 21, 2019

Closing EWZ

Bought to close $EWZ Mar 15 46/51 BeCS for .32. Sold for .66 on 2/14.

john4419 6:12 am on Thursday, February 21, 2019

HLF Double Cal. Jeff

Was wondering what TOS Modeling shows about potential profit for today?

jdietz1954 7:16 pm on Wednesday, February 20, 2019
Tags: CoveredCalls ( 2,203 )

Hello all

#coveredcalls
I have been following along time permitting but no trading. I’m slowly getting the place back to normal. The crawl space is drained and mostly dry. I replaced all the insulation. Last bit is a new vapor barrier. A bunch of niggling back burner chores that had accumulated for years have been ground through. (The wife no longer puts them under my pillow). My other distraction as a property master and set designer for a film will wrap up mid March. I hope to ease back in to trading soon after. To that rebirth this morning I sold NUGT Mar 15th 27 Calls when NUGT was at 23.55 against my underwater stock that I was assigned what seems like eons ago at 26.50. Catch you all later.

geewhiz112 2:52 pm on Wednesday, February 20, 2019
Tags: ShortPuts ( 4,764 )

EVTC Short Puts

#shortputs
$EVTC STO 3/15 30 put at 1.00. I sold partial stock position before earnings.

Jeff 12:29 pm on Wednesday, February 20, 2019
Tags: SPX1dte ( 1,714 )

SPX 44-dte

#SPX1dte Selling a longer-term to make up for today’s loss and also for the helluvit.

Sold to Open $SPX April 5th 2525/2550/2925/2950 condors for 2.60. (IV 14.54%, SPX 2785)

walter6871 11:50 am on Wednesday, February 20, 2019

BTO NSpC @ 24.84 divdend…

BTO NSpC @ 24.84 divdend pays quarterly ex date 2/28/
9.06% for year/.5625 a share

fuzzballl 11:00 am on Wednesday, February 20, 2019
Tags: DiagonalBearCallSpreads ( 27 )

UVXY

#DiagonalBearCallSpreads – Selling diagonals against free March 90 short calls.

Bought to Close UVXY FEB 22 2019 57.5 Calls @ .02 (sold for 1.23)

I’ll be looking to sell again on any tiny little bounce in volatility…

fuzzballl 10:50 am on Wednesday, February 20, 2019
Tags: Earnings ( 3,113 ), JadeLizard ( 130 )

NTES Earnings

#Earnings #JadeLizard – Haven’t had a chance to mess with much earnings this quarter other than NVDA last week. I’ll take a shot at NTES today with a slightly bearish play since the stock is up today and at resistance. Using a Jade Lizard (no upside risk). This position would need the stock to trade lower on the announcement but no lower than slightly more than the expected move (212.30 b/e). Worse case scenario it turns into a covered call position with nice weekly premium.

Sold NTES FEB 22 2019 217.5/232.5/237.5 Jade lizard @ 5.20

Jeff 10:36 am on Wednesday, February 20, 2019
Tags: LongLEAPs ( 81 ), SyntheticCoveredCalls ( 228 )

SQ calls closed

#LongLEAPs #SyntheticCoveredCalls Bougt to close $SQ Feb 22nd 77 calls for .50. Sold for 2.05 last Wednesday

Addy 10:13 am on Wednesday, February 20, 2019
Tags: BullPutSpreads ( 150 ), SPXcampaign ( 2,265 )

#SPXcampaign

STO 29 MAR 2019 2580/2560 BuPS at $1.05

#bullputspreads, #spxcampaign

Jeff 9:49 am on Wednesday, February 20, 2019
Tags: Assignment ( 174 ), DoubleCalendar ( 209 ), Earnings ( 3,113 ), LongStock ( 80 )

Exiting NTAP

#Earnings #LongStock #Assignment #DoubleCalendar
Sold half of my stock for 65.00 and 65.45. Assigned via 68 puts last week… cost basis 64.79. Looking to unload all of it; no interest in making this a longer term holding.