Final trade/expirations

#SPX1dte Sold to Open $SPX Sept 21st 3205/3225-3390/3410 condors for 1.05

Expiring:
#SPX1dte Condor expired worthless, sold Thursday for .95
#SPX7dteLong Put side expired at full credit of 20.00, calls side sold this morning for .85, so 20.85 credit against 17.60 purchase; 3.15 profit
#Earnings $CHWY 57.5/56.5 put spreads, expire ITM for .30 loss. This was a roll but it can’t get off its ass. Walking away. Total loss on two trades: .70

ADBE Earnings

#ShortPuts #Earnings – Going aggressive at the 50ma and the expected move. Was going to go out an extra week and sell down near the 100ma but those quotes were messed up on Fidelity.

Sold ADBE SEP 18 2020 460.0 Put @ 3.50

#earnings #rolling CHWY Sept. 10,…

#earnings #rolling CHWY

Sept. 10, sold a #jadelizard with long put protection, actually an iron condor, 55/59.50/62.50/64 for 2.13. Today sold the long put and rolled the short to Oct. 16.

CHWY roll

#Earnings Sold to Open $CHWY Sept 18th 57.5/56.5 put spreads for .702.
This is #Rolling from Sept 11th 56.5/57.5-66/67 condor, sold yesterday for .55.

.45 isn’t a big loss, but the trade is such low risk I might as well roll.

CHWY Earnings

#ShortPuts #Earnings – No interest in keeping this one. Taking the beer money.

Bought to Close CHWY SEP 18 2020 55.0 Puts @ .89 (sold for 1.35)

#earnings PTON Sold Oct. 16,…

#earnings PTON

Sold Oct. 16, 65/70 put spread for 1.18

#speculation

#earnings CHWY #jadelizard with a…

#earnings CHWY #jadelizard with a long put

Sold Sept. 18, 55.50/59.50/62.50/64 for 2.13

Thanks for the data Jeff

CHWY earnings analysis

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

A rare case where the expected move is nearly twice its historical maximum move.

June 9, 2020 AC -3.64% -3.64%
April 2, 2020 AC -4.82% -4.82%
Dec. 9, 2019 AC +5.45% 5.45%
Sept. 17, 2019 AC -6.14% -6.14%
July 18, 2019 AC -6.57% -6.57%

Avg (+ or -) 5.32%
Bias -3.14% , negative bias on earnings.

With stock at 62.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 54.66 to 69.34 (+/- 11.8%)
Based on AVERAGE one-day move over last 5 quarters: 58.70 to 65.30
Based on MAXIMUM one-day move over last 5 Q’s (6.6%): 57.93 to 66.07
Based on UP max only (+5.5%): 65.38

Open to requests for other symbols.

#earnings #closing LULU Sept. 8,…

#earnings #closing LULU

Sept. 8, sold Oct. 16 #ironcondor for 2.66, bought today for 1.96.

RH condor

#Earnings Got filled on what is almost a 1/1 risk/reward, on the chance this will have a smaller than usual move.

Sold $RH Sept 11th 285/287.5-352.5/355 condors for 1.202. Strikes are 10.2% OTM, while average move has been 16.2%. But that average is skewed higher by some huge moves that haven’t happened in more recent quarters.

RH earnings analysis

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

June 4, 2020 AC -0.88%
March 30, 2020 AC -14.85%
Dec. 4, 2019 AC +13.39%
Sept. 10, 2019 AC +5.07%
June 12, 2019 AC +15.82%
March 28, 2019 AC -21.96% Biggest DOWN
Dec. 3, 2018 AC +10.90%
Sept. 4, 2018 AC -13.06%
June 11, 2018 AC +30.54%
March 27, 2018 AC +22.48%
Dec. 5, 2017 AC +0.79%
Sept. 6, 2017 AC +44.75% Biggest UP

Avg (+ or -) 16.21%
Bias 7.75%, positive bias on earnings.

With stock at 320.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 279.63 to 360.37 (+/- 12.6%)
Based on AVERAGE one-day move over last 12 quarters: 268.14 to 371.86
Based on MAXIMUM one-day move over last 12 Q’s (44.8%): 176.80 to 463.20
Based on DOWN max only (-22.0%): 249.73

Open to requests for other symbols.

#earnings #ironcondor LULU It took…

#earnings #ironcondor LULU

It took a few tries at different prices and expirations throughout the day

Sold Oct. 16, 280/290/430/440 for 2.66
Thanks for the data Jeff
#tastytradefollow

LULU earnings analysis

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

June 11, 2020 AC -3.81%
March 26, 2020 AC -5.95%
Dec. 11, 2019 AC -3.73%
Sept. 5, 2019 AC +7.81%
June 12, 2019 AC +2.12%
March 27, 2019 AC +14.12%
Dec. 6, 2018 AC -13.36% Biggest DOWN
Aug. 30, 2018 AC +13.08%
May 31, 2018 AC +16.31% Biggest UP
March 27, 2018 AC +9.21%
Dec. 6, 2017 AC +6.42%
Aug. 31, 2017 AC +7.19%

Avg (+ or -) 8.59%
Bias 4.12%, strongly positive bias on earnings.

With stock at 360.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 320.79 to 399.21 (+/- 10.9%)
Based on AVERAGE one-day move over last 12 quarters: 329.07 to 390.93
Based on MAXIMUM one-day move over last 12 Q’s (16.3%): 301.28 to 418.72
Based on DOWN max only (-13.4%): 311.90

NOTE: Max 5-day moves are -11.1% and +18.1%, so slightly more bullish than 1-day.

Open to requests for other symbols.

DOCU NFLX OSTK SLB STX TNA UVXY

#ShortPuts #Earnings #CoveredCalls – A few this morning…

DOCU: Earnings booking it for safety.
Bought to Close DOCU SEP 18 2020 190.0 Put @ 2.60 (sold for 3.34)

NFLX: Short strangle rolling call down for extra credit.
Rolled NFLX SEP 18 2020 640.0 Call to NFLX SEP 18 2020 600.0 Call @ 1.25 credit (6.65 total now)

OSTK: Will be assigned 100 shares. Got an early start on covered calls right at the open.
Sold OSTK SEP 11 2020 70.0 Call @ 7.50

SLB: Covered rolling.
Rolled SLB SEP 4 2020 19.0 Calls to SEP 18 2020 19.0 Calls @ .48 credit

STX: Covered rolling.
Rolled STX SEP 4 2020 46.0 Calls to SEP 11 2020 46.5 Calls @ .15 credit

TNA: Booking for safety.
Bought to Close TNA SEP 18 2020 27.0 Put @ .64 (sold for .90)
Bought to Close TNA SEP 18 2020 28.0 Put @ .85 (sold for 1.08)

UVXY: Replacing some closed yesterday.
Sold UVXY SEP 11 2020 24.5 Puts @ 1.10

CRWD & FIVE earnings

#Earnings Unless it rallies tomorrow, looks like $CRWD will be a bust, but it was sold ITM so I knew the risk…
BTC $FIVE Sept 4th 112 puts for .05. Will let the call side wait for tomorrow.

AVGO earnings analysis

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

June 4, 2020 AC +2.65%
March 12, 2020 AC +7.05%
Dec. 12, 2019 AC -3.77%
Sept. 12, 2019 AC -3.41%
June 13, 2019 AC -5.56% Biggest DOWN
March 14, 2019 AC +8.23% Biggest UP
Dec. 6, 2018 AC +0.58%
Sept. 6, 2018 AC +7.69%
June 7, 2018 AC -2.53%
March 15, 2018 AC -4.81%
Dec. 6, 2017 AC
Aug. 24, 2017 AC -3.70%

Avg (+ or -) 4.17%
Bias 0.20%, no significant bias on earnings.

With stock at 365.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 340.68 to 389.32 (+/- 6.7%)
Based on AVERAGE one-day move over last 12 quarters: 349.80 to 380.20
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 334.96 to 395.04
Based on DOWN max only (-5.6%): 344.71

Open to requests for other symbols.

CRWD earnings

#Earnings. Aggressive put spread: Sold to Open $CRWD Sept 4th 150/145 put spreads for 3.20.

FIVE earnings

#Earnings Sold to Open $FIVE Sept 4th 107/112-135/140 condors for 1.661 (avg price). Bullish lean based on past performance, and market’s direction.

DOCU Earnings

#ShortPuts #Earnings – Going out a couple weeks for a lower sale…

Sold DOCU SEP 18 2020 190.0 Put @ 3.30

RKT Strangle

#earnings #shortstrangles
Earnings tomorrow
$RKT STO 9/18 28/37 strangle at 5.97. Call side is covered. Hoping it won’t pull a ZM on me. But then again, that would not be so bad.

ZM Earnings Trade BECS Side Closed / ZM BUPS / ZM BUPS Closed

#earnings #IC #bups
BTC 370/360 BECS at 9.65 STO IC at 3.00 Trying to mitigate some of loss by selling
#bups
$ZM STO 9/4 380/400 BUPS at 2.00 and closing
$ZM BTC 9/18 240/250 BUPS at .20. STO 8/4 at 3.75

DOCU Earnings

#earnings #bups
$DOCU STO 9/11 222.5/232.5 BUPS at 3.70

WORK Earnings / MRVL Strangle

#earnings #bups
$WORK STO 9/11 27.50/30.50 BUPS at .75

#shortstrangles
$MRVL STO 9/11 38/40.5 strangle at 1.20

ZM Earnings IC

#earnings #ironcondor
$ZM STO 9/4 270/280/370/360 IC at 3.05

ZM earnings analysis

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

June 2, 2020 AC +7.58%
March 4, 2020 AC +7.02%
Dec. 5, 2019 AC -9.94%
Sept. 6, 2019 BO -7.85%
June 6, 2019 AC +18.40%

Avg (+ or -) 10.16%
Bias 3.04%, positive bias on earnings.

With stock at 305.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 267.52 to 342.48 (+/- 12.3%)
Based on AVERAGE one-day move over last 5 quarters: 274.02 to 335.98
Based on MAXIMUM one-day move over last 12 Q’s (18.4%): 248.88 to 361.12
Based on DOWN max only (-9.9%): 274.68

NOTE: 5-day results show reversals into the negative for the last two quarters!

Open to requests for other symbols.

SPX trades and expirations

#SPX1dte Sold to Open $SPX Aug 31st 3425/3445-3555/3575 condors for .95, IV 10.16%, SPX 3507, deltas -.07, +.06.

Expiring: Aug 28th 3400/3420-3550/3570 condors , sold yesterday for .90.

#Supercharger expiring: $SPX Aug 28th 3400/3425 call spreads for max credit of 20.00, bought yesterday for 18.80.

#Earnings Expired at full loss: $ANF 10.5 puts, bought Wednesday for .85.

ULTA Earnings Lottery Ticket

#IronFlies #Earnings #LotteryTickets – Taking a low risk high reward shot. Risk 85 to make 665. Need a slightly less than half the expected move.

Sold ULTA AUG 28 2020 212.5/220.0/227.5 Iron Fly @ 6.65

WDAY Earnings

#JadeLizards #Earnings – Probably should just sell the put since stocks only go up. Still going with the Lizard but a little less in the money on the call side.

Sold WDAY AUG 28 2020 197.5/215.0/217.5 Jade Lizard @ 3.22

SPLK Earnings

#JadeLizards #Earnings – In a different account playing the ‘ol reliable downside Lizard. Breakeven near recent lows with no upside risk.

Sold SPLK AUG 28 2020 190.0/205.0/207.5 Jade Lizard @ 2.55

ANF earnings analysis

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

May 28, 2020 BO -11.11%
March 4, 2020 BO +8.98%
Nov. 26, 2019 BO -2.57%
Aug. 29, 2019 BO -15.09%
May 29, 2019 BO -26.46% Biggest DOWN
March 6, 2019 BO +20.37%
Nov. 29, 2018 BO +20.91%
Aug. 30, 2018 BO -17.15%
June 1, 2018 BO -8.72%
March 7, 2018 BO +11.90%
Nov. 17, 2017 BO +23.90% Biggest UP
Aug. 24, 2017 BO +17.06%

Avg (+ or -) 15.35%
Bias 1.84%, positive bias on earnings.

With stock at 11.25 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 9.88 to 12.62 (+/- 12.2%)
Based on AVERAGE one-day move over last 12 quarters: 9.52 to 12.98
Based on MAXIMUM one-day move over last 12 Q’s (26.5%): 8.27 to 14.23
Based on UP max only (+23.9%): 13.94

Open to requests for other symbols.

#earnings #jadelizard NTAP Sold Sept….

#earnings #jadelizard NTAP

Sold Sept. 18, 38/42.50/43.50 jade lizard for 1.26

Thanks for the earnings data Jeff

SPLK Earnings

#ShortPuts #Earnings – Going out to the monthlies and selling a little lower. Stock at lifetime highs and I’m selling a put? Talk about bizarro market…

Sold SPLK SEP 18 2020 190.0 Put @ 2.80

SPLK earnings analysis

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

May 21, 2020 AC +12.73%
March 4, 2020 AC -9.10% Biggest DOWN
Nov. 21, 2019 AC +10.76%
Aug. 21, 2019 AC -7.83%
May 23, 2019 AC -7.32%
Feb. 28, 2019 AC -0.90%
Nov. 29, 2018 AC +9.93%
Aug. 23, 2018 AC +14.81%
May 24, 2018 AC -5.20%
March 1, 2018 AC +9.26%
Nov. 16, 2017 AC +17.89% Biggest UP
Aug. 24, 2017 AC +8.47%

Avg (+ or -) 9.52%
Bias 4.46%, strong positive bias on earnings.

With stock at 215.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 197.02 to 232.98 (+/- 8.4%)
Based on AVERAGE one-day move over last 12 quarters: 194.54 to 235.46
Based on MAXIMUM one-day move over last 12 Q’s (17.9%): 176.54 to 253.46
Based on DOWN max only (-9.1%): 195.44

Open to requests for other symbols.

NTAP earnings analysis

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

May 27, 2020 AC -4.64%
Feb. 12, 2020 AC -9.27%
Nov. 13, 2019 AC +3.17%
Aug. 14, 2019 AC +3.93%
May 22, 2019 AC -8.10%
Feb. 13, 2019 AC -5.47%
Nov. 14, 2018 AC -11.72% Biggest DOWN
Aug. 15, 2018 AC -3.58%
May 23, 2018 AC +1.93%
Feb. 14, 2018 AC -4.89%
Nov. 15, 2017 AC +15.91% Biggest UP
Aug. 16, 2017 AC -6.72%

Avg (+ or -) 6.61%
Bias -2.45%, negative bias on earnings.

With stock at 42.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 38.61 to 45.39 (+/- 8.1%)
Based on AVERAGE one-day move over last 12 quarters: 39.22 to 44.78
Based on MAXIMUM one-day move over last 12 Q’s (15.9%): 35.32 to 48.68
Based on DOWN max only (-11.7%): 37.08

Open to requests for other symbols.

CRM earnings analysis

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

May 28, 2020 AC -3.48% Biggest DOWN
Feb. 25, 2020 AC -1.32%
Dec. 3, 2019 AC -3.18%
Aug. 22, 2019 AC +2.24%
June 4, 2019 AC +5.05%
March 4, 2019 AC -0.96%
Nov. 27, 2018 AC +10.27% Biggest UP
Aug. 29, 2018 AC -1.71%
May 29, 2018 AC +1.90%
Feb. 28, 2018 AC +2.73%
Nov. 21, 2017 AC -1.81%
Aug. 22, 2017 AC +0.12%

Avg (+ or -) 2.90%
Bias 0.82%, positive bias on earnings.

With stock at 191.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 198.50 to 226.50 (+/- 6.6%)
Based on AVERAGE one-day move over last 12 quarters: 206.34 to 218.66
Based on MAXIMUM one-day move over last 12 Q’s (10.3%): 190.68 to 234.32
Based on DOWN max only (-3.5%): 205.11

Open to requests for other symbols.

PANW earnings analysis

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

May 21, 2020 AC +3.67%
Feb. 24, 2020 AC -17.01% Biggest DOWN
Nov. 25, 2019 AC -11.95%
Sept. 4, 2019 AC +5.76%
May 29, 2019 AC -5.11%
Feb. 26, 2019 AC +8.20%
Nov. 29, 2018 AC -1.76%
Sept. 6, 2018 AC +3.28%
June 4, 2018 BO -0.52%
Feb. 26, 2018 AC +2.31%
Nov. 20, 2017 AC +4.82%
Aug. 31, 2017 AC +10.53% Biggest UP

Avg (+ or -) 6.24%
Bias 0.19%, no significant bias on earnings.

With stock at 191.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 246.70 to 285.30 (+/- 7.3%)
Based on AVERAGE one-day move over last 12 quarters: 249.61 to 282.61
Based on MAXIMUM one-day move over last 12 Q’s (17.0%): 220.75 to 311.25
Based on UP max only (+10.5%): 294.01

Open to requests for other symbols.

FL closed

#Earnings Sold to close $FL Aug 21st 27 #LongStraddle for .75. Bought yesterday for 2.03. The only time profit was available was the open but unfortunately I was not paying close enough attention.

AMZN NVDA SPCE WDC

#IronCondors #ShortStrangles #CoveredCalls #Earnings – A little bit of everything today…

AMZN: Book it. Remnants of an iron condor after closing the longs recently.
Bought to Close AMZN AUG 21 2020 2700.0/3700.0 Strangle @ .25 (sold for 4.05)

NVDA: Earnings plus new position.
Bought to Close NVDA AUG 21 2020 455.0 Put @ .23 (sold for 4.10)
Bought to Close NVDA SEP 04 2020 425.0 Put @ 1.55 (sold for 3.80)
Sold NVDA SEP 18 2020 425.0 Put @ 3.95

SPCE: Covered. New sales playing to the downside.
Bought to Close SPCE AUG 21 2020 18.0 Calls @ .05 (sold for 1.65)
Sold SPCE AUG 28 2020 15.0 Calls @ 2.05

WDC: Stock assigned early so beginning covered call campaign. Great divvy down here.
Sold WDC SEP 11 2020 36.0 Calls @ .56

FL earnings analysis & trade

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

May 22, 2020 BO -8.49%
Feb. 28, 2020 BO +8.01%
Nov. 22, 2019 BO -2.91%
Aug. 23, 2019 BO -18.91%
May 24, 2019 BO -15.95%
March 1, 2019 BO +5.96%
Nov. 20, 2018 AC +14.90%
Aug. 24, 2018 BO -9.17%
May 25, 2018 BO +20.15%
March 2, 2018 BO -12.72%
Nov. 17, 2017 BO +28.16% Biggest UP
Aug. 18, 2017 BO -27.92% Biggest DOWN

Avg (+ or -) 14.44%
Bias -1.57%, negative bias on earnings.

With stock at 27.15 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 25.04 to 29.26 (+/- 7.8%)
Based on AVERAGE one-day move over last 12 quarters: 23.23 to 31.07
Based on MAXIMUM one-day move over last 12 Q’s (28.2%): 19.50 to 34.80
Based on DOWN max only (-27.9%): 19.57

Open to requests for other symbols.

#jefffollow, #longstraddle

DE earnings analysis

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

May 22, 2020 BO -1.47%
Feb. 21, 2020 BO +6.99% Biggest UP
Nov. 27, 2019 BO -4.29%
Aug. 16, 2019 BO +3.84%
May 17, 2019 BO -7.65% Biggest DOWN
Feb. 15, 2019 BO -2.11%
Nov. 21, 2018 BO +2.42%
Aug. 17, 2018 BO +2.35%
May 18, 2018 BO +5.74%
Feb. 16, 2018 BO +1.57%
Nov. 22, 2017 BO +4.32%
Aug. 18, 2017 BO -5.37%

Avg (+ or -) 4.01%
Bias 0.53%, positive bias on earnings.

With stock at 191.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 183.41 to 198.59 (+/- 4.0%)
Based on AVERAGE one-day move over last 12 quarters: 183.34 to 198.66
Based on MAXIMUM one-day move over last 12 Q’s (-7.7%): 176.39 to 205.61
Based on UP max only (+7.0%): 204.35

Open to requests for other symbols.

NVDA closed

#Earnings BTC $NVDA 455/460-525/530 iron condors for .20. Sold yesterday for 1.70.

BABA IC Closed

#bups #earnings
$BABA BTC 8/21 220/230/280/290 IC for .75. STO 7/22 for 3.11. Earnings tonight. Plan was to close before earnings. Can’t believe I stuck to my plan.

#shortstrangles COF Sold Sept. 18,…

#shortstrangles COF #earnings BABA #closing LUV

BABA Sold Sept. 18, 230/235/285/290 for 1.79.
Thanks for the data Jeff

COF Sold Sept. 18, 57.50/75 strangle for 1.67
#tastytradefollow

LUV Aug. 6, sold Sept. 18, 27.50 put for .65, bought today for .24

NVDA Earnings

#ShortPuts #Earnings – Going out a couple weeks to average down just in case…

Sold NVDA SEP 04 2020 425.0 Put @ 3.80

NVDA IC

#Earnings Sold to Open $NVDA Aug 21st 455/460-525/530 iron condors for 1.70, with stock at 487.30.
I’m ignoring the -18% outlier and going just outside the remaining max moves.

BABA earnings analysis

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

May 22, 2020 BO -5.87%
Feb. 13, 2020 BO -1.76%
Nov. 1, 2019 BO -0.11%
Aug. 15, 2019 BO +3.02%
May 15, 2019 BO +1.57%
Jan. 30, 2019 BO +6.33% Biggest UP
Nov. 2, 2018 BO -2.41%
Aug. 23, 2018 BO -3.15%
May 4, 2018 BO +3.52%
Feb. 1, 2018 BO -5.90% Biggest DOWN
Nov. 2, 2017 BO -0.68%
Aug. 17, 2017 BO +2.77%

Avg (+ or -) 3.09%
Bias -0.22%, no significant bias on earnings.

With stock at 258.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 244.69 to 271.31 (+/- 5.2%)
Based on AVERAGE one-day move over last 12 quarters: 250.03 to 265.97
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 241.67 to 274.33
Based on DOWN max only (-5.9%): 242.78

Open to requests for other symbols.

NVDA earnings analysis

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

May 21, 2020 AC +2.86%
Feb. 13, 2020 AC +7.02%
Nov. 14, 2019 AC -2.66%
Aug. 15, 2019 AC +7.25% Biggest UP
May 16, 2019 AC -2.28%
Feb. 14, 2019 AC +1.81%
Nov. 15, 2018 AC -18.75% Biggest DOWN
Aug. 16, 2018 AC -4.90%
May 10, 2018 AC -2.15%
Feb. 8, 2018 AC +6.69%
Nov. 9, 2017 AC +5.26%
Aug. 10, 2017 AC -5.32%

Avg (+ or -) 5.58%
Bias -0.43%, small negative bias on earnings.

With stock at 488.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 454.74 to 521.26 (+/- 6.8%)
Based on AVERAGE one-day move over last 12 quarters: 460.77 to 515.23
Based on MAXIMUM one-day move over last 12 Q’s (-18.8%): 396.50 to 579.50
Based on UP max only (+7.3%): 523.38

Open to requests for other symbols.

NVDA Earnings

#ShortPuts #Earnings – Selling a day early and fairly aggressively. Solidly in the #TakeOneForTheTeam category. LOL

Sold NVDA AUG 21 2020 455.0 Put @ 4.10

WMT & KSS closed

#Earnings Sold to close $WMT 21Aug/28Aug 135 #DoubeCalendars for 1.612. Bought yesterday for .942.

Sold to close $KSS Aug 21`st 124 puts for 3.50. Bought yesterday for 1.70.

Excellent open for both trades.

WMT earnings analysis & trade

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

May 19, 2020 BO -2.12%
Feb. 18, 2020 BO +1.47%
Nov. 14, 2019 BO -0.27%
Aug. 15, 2019 BO +6.11%
May 16, 2019 BO +1.43%
Feb. 19, 2019 BO +2.21%
Nov. 15, 2018 BO -1.96%
Aug. 16, 2018 BO +9.33%
May 17, 2018 BO -1.90%
Feb. 20, 2018 BO -10.17% Biggest DOWN
Nov. 16, 2017 BO +10.89% Biggest UP
Aug. 17, 2017 BO -1.58%

Avg (+ or -) 4.12%
Bias 1.12%, positive bias on earnings.

With stock at 135.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): CANNOT ACCESS
Based on AVERAGE one-day move over last 12 quarters: 129.44 to 140.56
Based on MAXIMUM one-day move over last 12 Q’s (+10.9%): 120.30 to 149.70
Based on DOWN max only (-10.2%): 121.27

Open to requests for other symbols.

#doublecalendar

KSS puts

#Earnings Order in to Buy to Open $KSS Aug 21st 24 puts for 1.50, with stock at 23.80. Breakeven at 22.50, which is -5.5% OTM. Strongly negative history, and also Covid. It’s possible negative already baked in and we could see a pop higher, but I’ll also have until Friday for that to fade.

Not filled yet… will raise my bid if necessary before the close.

#earnings KSS Sold Sept. 18,…

#earnings KSS

Sold Sept. 18, 20/27.50 #shortstrangles for 1.73

Thanks for the data Jeff

KSS earnings analysis

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

May 19, 2020 BO -7.65%
March 3, 2020 BO -2.62%
Nov. 19, 2019 BO -19.48% Biggest DOWN
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33%
March 5, 2019 BO +7.31% Biggest UP
Nov. 20, 2018 BO -9.22%
Aug. 21, 2018 BO +1.71%
May 22, 2018 BO -7.42%
March 1, 2018 BO -5.05%
Nov. 9, 2017 BO +0.93%
Aug. 10, 2017 BO -5.79%

Avg (+ or -) 7.20%
Bias -5.54%, strong negative bias on earnings.

With stock at 23.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): CANNOT ACCESS
Based on AVERAGE one-day move over last 12 quarters: 21.53 to 24.87
Based on MAXIMUM one-day move over last 12 Q’s (-19.5%): 18.68 to 27.72
Based on UP max only (+7.3%): 24.90

NOTE: 5-day maximum DOWN is the same, while max UP is less, meaning 5-day performance is even more negative for KSS.

Open to requests for other symbols.

Earnings expirations

#Earnings
$BIDU and $AMAT iron condors sold yesterday both expired worthless.

#earnings #ironcondor BIDU Sold Aug….

#earnings #ironcondor BIDU

Sold Aug. 14, 112/117/136/141 for 1.32

#tastytradefollow

Thanks for the data Jeff

AMAT IC

#Earnings Same story here, looking for an average or less move, low risk. This one leans bullish because I set it when the stock was closer to 66.00. Only partial fill so far:

Sold to Open $AMAT Aug 14th 62/63-69/70 iron condors for .42

BIDU Earnings

#Earnings #JadeLizards – Playing it to the downside with breakeven at 1.5x the expected move. Small window here to get max profit. A move to the downside at the expected move would be perfect. As usual no upside risk.

Sold BIDU AUG 14 2020 116.0/120.0/122.0 Jade Lizards @ 2.05

BIDU IC

#Earnings. Sold to Open $BIDU Aug 14th 114/116-134/136 iron condors for .60. Looking for a move at the average or less.

AMAT earnings analysis

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

May 14, 2020 AC -4.39%
Feb. 12, 2020 AC +3.05%
Nov. 14, 2019 AC +8.95% Biggest UP
Aug. 15, 2019 AC -1.12%
May 16, 2019 AC +2.49%
Feb. 14, 2019 AC -3.95%
Nov. 15, 2018 AC +1.08%
Aug. 16, 2018 AC -7.71%
May 17, 2018 AC -8.24% Biggest DOWN
Feb. 14, 2018 AC +3.89%
Nov. 16, 2017 AC -2.33%
Aug. 17, 2017 AC +2.73%

Avg (+ or -) 4.16%
Bias -0.46%, negative bias on earnings.

With stock at 125.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 62.49 to 69.51 (+/- 5.3%)
Based on AVERAGE one-day move over last 12 quarters: 63.25 to 68.75
Based on MAXIMUM one-day move over last 12 Q’s (9.0%): 60.09 to 71.91
Based on DOWN max only (-8.2%): 60.56

Open to requests for other symbols.

#bups

BIDU earnings analysis

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

May 18, 2020 AC +2.00%
Feb. 27, 2020 AC +0.05%
Nov. 6, 2019 AC +13.51% Biggest UP
Aug. 19, 2019 AC +4.31%
May 16, 2019 AC -16.51% Biggest DOWN
Feb. 21, 2019 AC -2.70%
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%
July 27, 2017 AC +9.45%

Avg (+ or -) 6.51%
Bias 0.66%, positive bias on earnings.

With stock at 125.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 115.84 to 134.16 (+/- 7.3%)
Based on AVERAGE one-day move over last 12 quarters: 116.86 to 133.14
Based on MAXIMUM one-day move over last 12 Q’s (16.5%): 104.36 to 145.64
Based on UP max only (+13.5%): 141.89

Open to requests for other symbols.

NTES earnings analysis

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

May 19, 2020 AC -1.35%
Feb. 26, 2020 AC -6.91%
Nov. 20, 2019 AC +2.28%
Aug. 7, 2019 AC +10.26% Biggest UP
May 15, 2019 AC +6.51%
Feb. 20, 2019 AC -5.88%
Nov. 14, 2018 AC +5.31%
Aug. 8, 2018 AC -10.96% Biggest DOWN
May 16, 2018 AC -7.45%
Feb. 7, 2018 AC -6.27%
Nov. 15, 2017 AC +7.85%
Aug. 9, 2017 AC -9.77%

Avg (+ or -) 6.73%
Bias -1.37%, negative bias on earnings.

With stock at 473.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 445.25 to 500.75 (+/- 5.9%)
Based on AVERAGE one-day move over last 12 quarters: 441.15 to 504.85
Based on MAXIMUM one-day move over last 12 Q’s (11.0%): 421.16 to 524.84
Based on UP max only (+10.3%): 521.53

Open to requests for other symbols.

Earnings fail

#Earnings. Lost 1.25 on my $YELP supposed-to-be-Straddle but ended up being only a long call. Sure enough, I got the direction wrong.

STMP Earnings

#JadeLizards #Earnings – Wasn’t expecting that to fill but I’ll take it. Squeezed a buck out of the ‘ol lizard.

Bought to Close STMP AUG 7 2020 245.0/250.0 Bear Call Spread @ 4.90 (Lizard sold @ 5.90)

Letting put side expire….

STMP Earnings

#JadeLizards #Earnings – This thing has proven that it can go anywhere on earnings. I guess that’s why it’s got the highest IV Rank on my list today by a wide margin. It’s down on the day and I’m playing it further to the downside. Going with the Jade Lizard with the put side close to 1.5x the expected move….2x the expected move including today’s down move. No upside risk but will need the stock down 20 more for a shot at max profit.

Sold STMP AUG 7 2020 215.0/245.0/250.0 Jade Lizard @ 5.90

YELP earnings analysis

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

May 7, 2020 AC +2.35%
Feb. 13, 2020 AC -3.47%
Nov. 7, 2019 AC +15.43%
Aug. 8, 2019 AC +5.20%
May 9, 2019 AC -14.37%
Feb. 13, 2019 AC -0.70%
Nov. 8, 2018 AC -26.59% Biggest DOWN
Aug. 8, 2018 AC +26.65%
May 10, 2018 AC -7.81%
Feb. 7, 2018 AC -14.04%
Nov. 1, 2017 AC -0.10%
Aug. 3, 2017 AC +27.66% Biggest UP

Avg (+ or -) 12.03%
Bias 0.85%, slightly positive bias on earnings.

With stock at 27.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 24.15 to 29.85 (+/- 10.6%)
Based on AVERAGE one-day move over last 12 quarters: 23.75 to 30.25
Based on MAXIMUM one-day move over last 12 Q’s (27.7%): 19.53 to 34.47
Based on DOWN max only (-26.6%): 19.82

Open to requests for other symbols.

#longstraddle

WDC Earnings

#ShortPuts #Earnings – A small shot out a couple weeks…

Sold WDC AUG 21 2020 40.5 Puts @ 1.01

#boredtodeath

ROKU Earnings

#ShortPuts #Earnings – Can’t believe I’m selling this strike but here goes. Right at the expected move but still above the 50ma. Sure looks extended to me…

Sold ROKU AUG 21 2020 140.0 Put @ 2.75

ATVI

#ShortPuts #Earnings #OneNightStand – Thanks for playing! I’ll call you in 3 months.

Bought to Close ATVI AUG 21 2020 76.0 Puts @ .30 (sold for .98)

ROKU earnings analysis

#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over the last 11 quarters, representing its entire history of earnings reports.

May 7, 2020 AC -7.88%
Feb. 13, 2020 AC -6.32%
Nov. 6, 2019 AC -16.01%
Aug. 7, 2019 AC +20.85%
May 8, 2019 AC +28.11%
Feb. 21, 2019 AC +25.23%
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 -) 20.21%
Bias 7.14%, positive bias on earnings.

With stock at 166.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 146.03 to 185.97 (+/- 12.0%)
Based on AVERAGE one-day move over last 12 quarters: 132.45 to 199.55
Based on MAXIMUM one-day move over last 12 Q’s (54.9%): 74.82 to 257.18
Based on DOWN max only (-22.3%): 129.00

Open to requests for other symbols.

WDC earnings analysis

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

April 30, 2020 AC -12.15%
Jan. 30, 2020 AC -2.18%
Oct. 30, 2019 AC -16.90%
July 31, 2019 AC +3.00%
April 29, 2019 AC +1.28%
Jan. 24, 2019 AC +7.52% Biggest UP
Oct. 25, 2018 AC -18.18% Biggest DOWN
July 26, 2018 AC -7.73%
April 26, 2018 AC -7.99%
Jan. 25, 2018 AC +1.82%
Oct. 26, 2017 AC -2.53%
July 27, 2017 AC -7.54%

Avg (+ or -) 7.40%
Bias -5.13%, strongly negative bias on earnings.

With stock at 45.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 41.39 to 48.61 (+/- 8.0%)
Based on AVERAGE one-day move over last 12 quarters: 41.67 to 48.33
Based on MAXIMUM one-day move over last 12 Q’s (18.2%): 36.82 to 53.18
Based on UP max only (+7.5%): 48.38

Open to requests for other symbols.

Square up

#Earnings “Square reported numbers a day earlier than expected after a media outlet leaked them.” $SQ

https://www.cnbc.com/2020/08/04/square-sq-earnings-q2-2020.html

ATVI Earnings

#ShortPuts #Earnings – Just a straight put sale going out to the monthlies. Selling at the expected move and 50ma.

Sold ATVI AUG 21 2020 76.0 Puts @ .98

DIS earnings analysis

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

May 5, 2020 AC -0.17%
Feb. 4, 2020 AC -2.32%
Nov. 7, 2019 AC +3.76% Biggest UP
Aug. 6, 2019 AC -4.94% Biggest DOWN
May 8, 2019 AC -1.03%
Feb. 5, 2019 AC -1.10%
Nov. 8, 2018 AC +1.72%
Aug. 7, 2018 AC -2.21%
May 8, 2018 AC -1.78%
Feb. 6, 2018 AC -1.32%
Nov. 9, 2017 AC +2.04%
Aug. 8, 2017 AC -3.87%

Avg (+ or -) 2.19%
Bias -0.94%, negative bias on earnings.

With stock at 117.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 111.05 to 123.95 (+/- 5.5%)
Based on AVERAGE one-day move over last 12 quarters: 114.93 to 120.07
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 111.70 to 123.30
Based on UP max only (+3.8%): 121.92

Open to requests for other symbols.

#earnings #closing AAPL July 30,…

#earnings #closing AAPL

July 30, sold an August 21, 335/340/410/415 for 1.15. Bought today for 3.85. Can’t win them all.

Earnings expirations

#Earnings. Breaking alm ost even as these both expire:

$NOW July 31st 425/420 put spread, sold Wednesday for 1.40.
$AMZN July 31st 3050/3080/3110 Iron Butterfly, sold yesterday for 28.45, so loss of 1.55