Bought Oct. 6/Nov. 30 217.50 calendar for 2.10
Tag Archives: Calendar
#jadelizard AAL Sold May 15,…
#jadelizard AAL #calendar SPY
AAL Sold May 15, short 16 call/long 21 call/short 16 put for 5.25
SPY bought April 1/April 8 217 put calendar for 1.62
#tastytradefollow
#calendar SPX #tastytradefollow Bought Dec….
#calendar SPX
#tastytradefollow Bought Dec. 31/Jan. 17 3120 put calendar for 14.40
AXP Earnings Analysis
#Earnings $AXP reports after the bell. Below are details on earnings 1-day moves over the last 12 quarters.
July 18, 2018 AC -2.72%
April 18, 2018 AC 7.58%
Jan. 18, 2018 AC -1.83%
Oct. 18, 2017 AC -0.19%
July 19, 2017 AC -0.67%
April 19, 2017 AC 5.91%
Jan. 19, 2017 AC -0.63%
Oct. 19, 2016 AC 9.02% (Biggest UP)
July 20, 2016 AC -1.62%
April 20, 2016 AC 0.90%
Jan. 21, 2016 AC -12.10% (Biggest DOWN)
Oct. 21, 2015 AC -5.24%
Avg + or – 4.03%
Bias -0.13%, so really no significant bias up or down.
With stock at 102.70, the data suggests these ranges.
Based on current IV (expected move per TOS): 98.76 to 106.64
Based on AVERAGE move over last 12 quarters: 98.56 to 106.84
Based on MAXIMUM move over last 12 Q’s (12.1%): 90.27 to 115.13
#shortcallspreads RH Sold July 20,…
#shortcallspreads RH #calendar SPY
Sold July 20, 175/180 for .60.
TT trade bought July/August 276 SPY put calendar for 1.33
QQQ #Calendar Sold April 20…
QQQ #Calendar Sold April 20 164 Call @ 0.80 with QQQ @ 162.79 against my 2020 long 161 Call. Missed the days top with a too aggressive order.
#LongVega I was looking at…
#LongVega
I was looking at my net vega today, it was over -1140. That seemed a little high to me as far as volatility exposure. So I took the opportunity today to add an SPX #Calendar for over 400 long vega to balance things out a little.
Jan: Short Jan 2560 put
Feb: Long Feb 2560 put net debit 11.60
On Calendars I always open at 1/2 size, then when price movement heads me a little more than half-way down the slope of the P/L graph, then I’ll add on the 2nd Calendar for a double, that then leaves me with a very wide profit range for the trade.
Econ Calendar for week of 11/28/16
@thomberg #Calendar Strangle Hey thanks…
@thomberg #Calendar Strangle Hey thanks for the laugh, never did one before. HonkHOnk
Options Bistro 