NVDA Earnings

#ShortPuts #Earnings – I’ll take ’em here…

Bought to Close NVDA NOV 20 2020 505.0 Put @ .35 (sold for 3.35)
Bought to Close NVDA NOV 20 2020 500.0 Put @ .30 (sold for 4.25)

NVDA earnings analysis

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

Aug. 19, 2020 AC +0.02%
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%

Avg (+ or -) 5.14%
Bias 0.01%, no bias on earnings.

With stock at 537.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 501.81 to 572.19 (+/- 6.6%)
Based on AVERAGE one-day move over last 12 quarters: 509.41 to 564.59
Based on MAXIMUM one-day move over last 12 Q’s (18.8%): 436.31 to 637.69
Based on UP max only (+7.3%): 575.93

Open to requests for other symbols.

TGT earnings

Sold $TGT 12/4 155/177.50 strangle @ 4.11.
#Earnings #TastyTradeFollow

DKNG Earnings

#ShortPuts #Earnings #OneNightStand – Quick and easy…

Bought to Close DKNG NOV 20 2020 37.0 Puts @ .20 (sold for .90)

DKNG Earnings

#ShortPuts #Earnings – Looks like I dodged the BYND bullet so taking another shot at earnings. Going out an extra week…

Sold DKNG NOV 20 2020 37.0 Puts @ .90

BYND Earnings

#JadeLizards #Earnings – Looks like we’re not getting rid of cows quite yet… 🙂

Rolled call spread side of the Lizard down from 144/147 to 120/124 for 1.09 credit against a 125 put. Total credit now 4.14 so still no upside risk. Dead zone in this position is from 124.14 to 125.00 I’d be happy for it to get back to those levels.

BYND Earnings

#JadeLizards #Earnings – Taking a small shot needing a little down move. No upside risk…

Sold BYND NOV 13 2020 125.0/144.0/147.0 Jade Lizard @ 3.05

#earnings TTD Up big after…

#earnings TTD

Up big after earnings!

#assignment #coveredcalls TWTR #earnings assigned…

#assignment #coveredcalls TWTR #earnings

assigned TWTR from an Oct. 30, 44/63 earnings trade.
Sold 40.50 covered call for 1.46.

GILD Put

Decided to roll this instead of taking assignment. The EX Dividend date is not until December so no need to commit the cash just yet.
Bought to close GILD 10/30/2020 60.0 Put / Sold GILD 11/27/2020 58.0 Put @ 0.22 Credit and lowered the short strike 2 points to within a point of the 52week low of 57.04 set just yesterday after #Earnings

AAPL FSLR NFLX NVDA OLED OSTK SPY TQQQ TSLA

#ShortPuts #CoveredCalls #Earnings – Out all morning but finally caught up. Some winners booked and some rolls done along with a couple new sales.

AAPL: Selling slightly ITM playing for the iPhone 12/5G/Black Friday/Holiday Bounce.
Sold AAPL NOV 20 2020 110.0 Put @ 5.45

FSLR: Covered Calls.
Sold FSLR NOV 6 2020 86.0 Calls @ 3.45

NFLX: New sale…can’t resist. Going out a little to sell even lower. At the expected move and well below the 200ma.
Sold NFLX NOV 20 2020 425.0 Put @ 6.61

NVDA: Rolled and sold against.
Rolled NVDA OCT 30 2020 525.0 Put to NVDA NOV 13 2020 512.5 Put @ .37 credit (12.75 total now)
Rolled NVDA OCT 30 2020 517.5 Put to NVDA NOV 13 2020 500.0 Put @ .30 credit (3.65 total now)
Sold NVDA NOV 6 2020 535.0 Call @ 3.40

OLED: Earnings trade worked nicely 🙂 🙂
Bought to Close OLED OCT 30 2020 172.5/230.0 Strangles @ .10 (sold for 2.87)

OSTK: Rolled and sold against. Basis if assigned is down in the 59.70 area
Rolled OSTK OCT 30 2020 67.5 Put to NOV 13 2020 65.0 Put @ .20 debit
Rolled OSTK OCT 30 2020 65.0 Put to NOV 13 2020 62.0 Put @ even
Rolled OSTK OCT 30 2020 62.5 Put to NOV 13 2020 60.0 Put @ 1.40 credit
Sold OSTK NOV 6 2020 70.0 Call @ 1.05

SPY: Adding one outside the expected move.
Sold SPY DEC 11 2020 275.0 Put @ 3.20

TQQQ: Booking but not adding anywhere.
Bought to Close TQQQ OCT 30 2020 110.0 Put @ .12 (sold for 1.55)
Bought to Close TQQQ OCT 30 2020 115.0 Put @ 1.10 (sold for 2.00)

TSLA: New sale:
Sold TSLA NOV 06 2020 350.0 Put @ 5.94

#earnings TWTR #shortstrangles Sold Oct….

#earnings TWTR #shortstrangles

Sold Oct. 30, 44/63 strangle for 1.30
#tastytradefollow

FB earnings analysis

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

July 30, 2020 AC +8.17%
April 29, 2020 AC +5.41%
Jan. 29, 2020 AC -6.13%
Oct. 30, 2019 AC +1.80%
July 24, 2019 AC -1.93%
April 24, 2019 AC +5.84%
Jan. 30, 2019 AC +10.81% Biggest UP
Oct. 30, 2018 AC +3.80%
July 25, 2018 AC -18.96% Biggest DOWN
April 25, 2018 AC +9.06%
Jan. 31, 2018 AC +3.31%
Nov. 1, 2017 AC -2.04%

Avg (+ or -) 6.44%
Bias 1.60%, positive bias on earnings.

With stock at 282.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 264.08 to 299.92 (+/- 6.4%)
Based on AVERAGE one-day move over last 12 quarters: 263.84 to 300.16
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 335.47 to 228.53
Based on UP max only (+10.8%): 312.48

Open to requests for other symbols.

AMZN earnings analysis

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

July 30, 2020 AC +3.69%
April 30, 2020 AC -7.59% Biggest DOWN
Jan. 30, 2020 AC +7.37%
Oct. 24, 2019 AC -1.09%
July 25, 2019 AC -1.55%
April 25, 2019 AC +2.54%
Jan. 31, 2019 AC -5.38%
Oct. 25, 2018 AC -7.81%
July 26, 2018 AC +0.51%
April 26, 2018 AC +3.60%
Feb. 1, 2018 AC +2.87%
Oct. 26, 2017 AC +13.21% Biggest UP

Avg (+ or -) 4.77%
Bias 0.86%, positive bias on earnings.

With stock at 3210.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 3045.70 to 3374.30 (+/- 5.1%)
Based on AVERAGE one-day move over last 12 quarters: 3056.96 to 363.04
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 2785.96 to 3634.04
Based on DOWN max only (-7.8%): 2959.30

Open to requests for other symbols.

OLED Earnings

#ShortStrangles #Earnings – Going wide…hopefully wide enough. Great premium to roll into next week if needed.

Sold OLED OCT 30 2020 172.5/230.0 Strangles @ 2.87

TDOC Earnings

#ShortPuts #Earnings #OneNightStand – Taking the quickie and looking out to next week to add…

Bought to Close TDOC OCT 30 2020 212.5 Put @ 1.35 (sold for 3.10)

AAPL earnings analysis

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

July 30, 2020 AC +10.46% Biggest UP
April 30, 2020 AC -1.60%
Jan. 28, 2020 AC +2.09%
Oct. 30, 2019 AC +2.26%
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83%
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Feb. 1, 2018 AC -4.33%
Nov. 2, 2017 AC +2.61%

Avg (+ or -) 4.50%
Bias 2.41%, positive bias on earnings.

With stock at 114.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 104.44 TO 123.56 (+/- 8.4%)
Based on AVERAGE one-day move over last 12 quarters: 108.87 TO 119.13
Based on MAXIMUM one-day move over last 12 Q’s (10.5%): 102.08 TO 125.92
Based on DOWN max only (-6.6%): 106.44

Open to requests for other symbols.

TDOC Earnings

#ShortPuts #Earnings – Going back in..

Sold TDOC OCT 30 2020 212.5 Put @ 3.10

#earnings MSFT #calendar Bought Oct….

#earnings MSFT #calendar

Bought Oct. 6/Nov. 30 217.50 calendar for 2.10

#tastytradefollow

FSLR Earnings

#ShortStrangles #Earnings – Everything in all accounts decaying nicely (good) but I’m bored (bad) so here goes nothing just to do something.

Sold FSLR OCT 30 2020 75.0/90.0 Strangles @ 1.53

#earnings CHGG Sold Nov. 20,…

#earnings CHGG

Sold Nov. 20, 70 put for 1.60, stock at 85.50
#tastytradefollow

OptionsExpiration

Short positions Expired:
AAL 10/23/2020 13.50 Diagonal Calls
ADS 10/23/2020 53.00 Diagonal Calls
ADS 10/23/2020 54.00 Diagonal Calls
SPY 10/23/2020 346.00 Diagonal Calls – finally another one worked
VXX 10/23/2020 26.50 Diagonal Calls
VXX 10/23/2020 26.00 Diagonal Calls
VXX 10/23/2020 25.50 Diagonal Calls
VXX 10/23/2020 25.00 Diagonal Calls
VXX 10/23/2020 24.50 Diagonal Calls
WFC 10/22020 27.00 Covered Calls

VXX 10/23/2020 22.00 Diagonal Puts
WFC 10/22020 22.00 Diagonal Puts

Assignments:
WDC 10/23/2020 41.00 Covered Calls – finally out of the busted #Earnings play from Aug 05 when I sold the 40 puts and got assigned.

TSCO PUT Rolled

#earnings #shortputs #Disappointed

$TSCO BTC 10/23 145 put and STO 10/30 144 put at .30 debit

TSLA earnings analysis

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

July 22, 2020 AC -4.97%
April 29, 2020 AC -2.32%
Jan. 29, 2020 AC +10.29%
Oct. 23, 2019 AC +17.66% Biggest UP
July 24, 2019 AC -13.61% Biggest DOWN
April 24, 2019 AC -4.26%
Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18%
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62%
Nov. 1, 2017 AC -6.79%

Avg (+ or -) 8.33%
Bias 0.55%, small positive bias on earnings.

With stock at 430.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 394.07 to 465.93 (+/- 8.4%)
Based on AVERAGE one-day move over last 12 quarters: 394.19 to 465.81
Based on MAXIMUM one-day move over last 12 Q’s (17.7%): 354.06 to 505.94
Based on DOWN max only (-13.6%): 371.48

Open to requests for other symbols.

TSCO earnings analysis

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

July 23, 2020 BO +0.03%
April 23, 2020 BO -0.36%
Jan. 30, 2020 BO -1.25%
Oct. 24, 2019 BO +3.02%
July 25, 2019 BO -0.90%
April 25, 2019 BO +0.96%
Jan. 31, 2019 BO -4.70%
Oct. 25, 2018 BO +5.80%
July 26, 2018 BO +2.81%
April 26, 2018 BO +7.18% Biggest UP
Jan. 31, 2018 AC -6.30% Biggest DOWN
Oct. 25, 2017 AC -0.98%

Avg (+ or -) 2.86%
Bias 0.44%, small positive bias on earnings.

With stock at 150.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 142.77 to 157.23 (+/- 4.8%)
Based on AVERAGE one-day move over last 12 quarters: 145.71 to 154.29
Based on MAXIMUM one-day move over last 12 Q’s (7.2%): 139.23 to 160.77
Based on DOWN max only (-6.3%): 140.55

Open to requests for other symbols.

#shortputs

NFLX earnings analysis

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

July 16, 2020 AC -6.52%
April 21, 2020 AC -2.86%
Jan. 21, 2020 AC -3.58%
Oct. 16, 2019 AC +2.46%
July 17, 2019 AC -10.27% Biggest DOWN
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% Biggest UP
Oct. 16, 2017 AC -1.57%

Avg (+ or -) 5.19%
Bias -0.70%, negative bias on earnings.

With stock at 530.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 484.26 to 575.74 (+/- 8.6%)
Based on AVERAGE one-day move over last 12 quarters: 502.52 to 557.48
Based on MAXIMUM one-day move over last 12 Q’s (10.3%): 475.57 to 584.43
Based on UP max only (+10.0%): 582.84

NOTE: 3-day data: Max UP +18.5%, Max DOWN -13.1%. Avg Move +/- 6.5%, Bias: -1.24%

Open to requests for other symbols.

ISRG Earnings

#IronButterfly #Earnings – Didn’t post this yesterday since it seemed like such a ridiculous trade…LOL Got lucky for once. Taking the gain now. Risk was 30 to make 470.

Bought to Close ISRG OCT 16 2020 745/750/750/755 Iron Butterfly @ 3.05 (sold for 4.70)

WBA

Highest price in a month (38.22) on the back of the #Earnings report

ADS WBA Calls

Sold 1 ADS 10/16/2020 51.0 Covered Call @ 0.45 Stock = 48.50
Sold WBA 10/16/2020 40.0 Covered Calls @ 0.26 #Earnings this week. Stock = 37

AAL ADS KSS WFC

Covered Calls for next week:
Sold AAL Oct 16 2020 14.5 Covered Calls at $0.28
Sold ADS Oct 16 2020 50.5 Covered Calls at $0.60
Sold KSS Oct 16 2020 23.0 Covered Calls at $0.31
Sold WFC Oct 16 2020 26.5 Covered Calls at $0.26 (#Earnings)

ADS Covered Calls

Sold ADS Oct 09 2020 49 Covered Calls at $0.45.

#Earnings not until 10/22

WFC Put spread

Put buyers are really concerned about Well Fargo’s October 14th #Earnings report
Bought to Open WFC Dec 18 2020 17.5 Puts / Sold to open WFC Oct 16 2020 21.5 Puts @ 0.04 Net Credit.

The short strike is a half point below the 52Week low.
And I have another spread-based short put at 22.0 that probably expires the week before.
That will give me an extra set of protective long puts.

MU earnings analysis

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

June 29, 2020 AC +4.82%
March 25, 2020 AC +5.38%
Dec. 18, 2019 AC +2.80%
Sept. 26, 2019 AC -11.09% Biggest DOWN
June 25, 2019 AC +13.34% Biggest UP
March 20, 2019 AC +9.61%
Dec. 18, 2018 AC -7.91%
Sept. 20, 2018 AC -2.86%
June 20, 2018 AC +0.83%
March 22, 2018 AC -7.99%
Dec. 19, 2017 AC +4.02%
Sept. 26, 2017 AC +8.51%

Avg (+ or -) 6.60%
Bias 1.62%%, positive bias on earnings.

With stock at 51.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 47.23 to 54.77 (+/- 7.4%)
Based on AVERAGE one-day move over last 12 quarters: 47.64 to 54.36
Based on MAXIMUM one-day move over last 12 Q’s (13.3%): 44.20 to 57.80
Based on DOWN max only (-11.1%): 45.34

Open to requests for other symbols.

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.