ORCL earnings analysis

#Earnings $ORCL reports tonight. Below are details on earnings FIVE-day moves over the last 12 quarters, since expiration is 4 days away on Friday.

**** FIVE-DAY moves ****

Mon 09/17/2018 AC 3.90%
Tue 06/19/2018 AC -4.68%
Mon 03/19/2018 AC -13.79% Biggest DOWN
Thu 12/14/2017 AC -4.74%
Thu 09/14/2017 AC -8.99%
Wed 06/21/2017 AC 9.77% Biggest UP
Wed 03/15/2017 AC 5.06%
Thu 12/15/2016 AC -4.55%
Thu 09/15/2016 AC -4.38%
Thu 06/16/2016 AC 3.49%
Tue 03/15/2016 AC 7.07%
Wed 12/16/2015 AC -6.39%

Avg (+ or -) 6.40%
Bias -1.52%, negative bias on earnings.

With stock at 46.70 the data suggests these ranges into Friday’s expiration.
Based on current IV (expected move per TOS): 43.62 to 49.78
Based on AVERAGE move over last 12 quarters: 43.71 to 49.69
Based on MAXIMUM move over last 12 Q’s (13.8%): 40.26 to 53.14

Open for requests on other symbols.

#earnings #ironcondor ADBE Sold Dec….

#earnings #ironcondor ADBE

Sold Dec. 21 225/230/265/270 for 1.29, right around the max moves, thanks Jeff.

#earnings #ironcondor COST sold Dec….

#earnings #ironcondor COST

sold Dec. 21, 210/215/240/245 for 1.05, right at the max moves, thanks for the data Jeff.

PVTL calls closed

#Earnings #CoveredCalls BTC $PVTL Dec 21st 21 covered calls for .05. Sold for .80 on Tuesday. Earning report has had little effect on the stock. Cost basis 19.00. Will continue to hold and sell calls.

COST earnings analysis

#Earnings $COST reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.

Oct. 4, 2018 AC -5.55%
May 31, 2018 AC -0.55%
March 7, 2018 AC -0.89%
Dec. 14, 2017 AC 3.32%
Oct. 5, 2017 AC -5.97% Biggest DOWN
May 25, 2017 AC 1.79%
March 2, 2017 AC -4.33%
Dec. 7, 2016 AC 2.43%
Sept. 29, 2016 AC 3.40%
May 25, 2016 AC 3.57% Biggest UP
March 2, 2016 AC -0.77%
Dec. 8, 2015 AC -5.41%

Avg (+ or -) 3.17%
Bias -0.75%, slight negative bias on earnings.

With stock at 229.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 220.17 to 237.83
Based on AVERAGE move over last 12 quarters: 221.75 to 236.25
Based on MAXIMUM move over last 12 Q’s (6.0%): 215.33 to 242.67

Open for requests on other symbols.

ADBE earnings analysis

#Earnings $ADBE reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.

Sept. 13, 2018 AC 2.29%
June 14, 2018 AC -2.43%
March 15, 2018 AC 3.05%
Dec. 14, 2017 AC 1.43%
Sept. 19, 2017 AC -4.24%
June 20, 2017 AC 2.36%
March 16, 2017 AC 3.80%
Dec. 15, 2016 AC -1.47%
Sept. 20, 2016 AC 7.11% Biggest UP
June 21, 2016 AC -5.72% Biggest DOWN
March 17, 2016 AC 3.84%
Dec. 10, 2015 AC 2.76%

Avg (+ or -) 3.38%
Bias 1.07%, positive bias on earnings.

With stock at 251.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 239.69 to 262.31
Based on AVERAGE move over last 12 quarters: 242.53 to 259.47
Based on MAXIMUM move over last 12 Q’s (7.1%): 233.15 to 268.85

Open for requests on other symbols.

#earnings SFIX Couldn’t get filled…

#earnings SFIX

Couldn’t get filled on a 20/35 strangle yesterday, down 27% to the 18s right now.