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.

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

VIAC

10 minutes before the close the short calls crawled ITM so I rolled
Bought to close VIAC 07/31/2020 26.0 Calls / Sold VIAC 08/07/2020 28.0 Calls @ 0.44 Credit PLUS two more points on the strike price.
#Earnings next week.

AAPL Earnings

#ShortPuts #Earnings #OneNightStand – Shut the door on your way out. See ya next time!

Bought to Close AAPL AUG 21 2020 350.0 Put @ .95 (sold for 3.75)

AMZN target practice

#Earnings Sold to Open $AMZN July 31st 3050/3080/3110 #IronButterfly for 28.45. Risking 1.55 to make up to 28.00 if AMZN ends tomorrow near 3080, or if it swings wildly and passes through the 3080 area. I’ve done this trade many times and paid for the losses by winning two or three times. Doesn’t always sell for this much; 28+ is a good price. But to be clear, probability is highest that it will expire with one side deep ITM , which means a 30.00 debit (thus the 1.55 loss).

AMZN BUPS Closed

#earnings #bups

$AMZN BTC 7/31 2870/2890 BUPS at 3.50. STO at 8.83 on 7/24
Still have the $AMZN 8/21 2870/2890 bought on 7/28 for 7.20. Might hold through earnings.

#earnings #ironcondor AAPL Sold Aug….

#earnings #ironcondor AAPL

Sold Aug. 21, 335/340/410/415 for 1.15.

Thanks for the data Jeff.

#earnings #closing FFIV July 27,…

#earnings #closing FFIV

July 27, sold an Aug. 21, 135/165 strangle for 3.10, yesterday bought it for 2.65.

Thanks for the earnings info Jeff

AMZN earnings analysis

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

April 30, 2020 AC -7.59%
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% Biggest DOWN
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
July 27, 2017 AC -2.48%

Avg (+ or -) 4.67%
Bias 0.35%, tiny positive bias on earnings.

With stock at 3020.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 3197.00 to 3551.00 (+/- 6.5%)
Based on AVERAGE one-day move over last 12 quarters: 2879.07 to 3160.93
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 2621.06 to 3418.94
Based on DOWN max only (-7.8%): 2784.14

Open to requests for other symbols.

AAPL earnings analysis

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

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% Biggest UP
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%
Aug. 1, 2017 AC +4.72%

Avg (+ or -) 4.03%
Bias 1.93%, positive bias on earnings.

With stock at 376.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 351.44 to 400.56 (+/- 6.5%)
Based on AVERAGE one-day move over last 12 quarters: 360.86 to 391.14
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 350.32 to 401.68
Based on DOWN max only (-6.6%): 351.07

Open to requests for other symbols.

FB earnings analysis

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

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%
July 26, 2017 AC +2.91%

Avg (+ or -) 6.00%
Bias 1.16%, positive bias on earnings.

With stock at 230.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 216.31 to 243.69 (+/- 6.0%)
Based on AVERAGE one-day move over last 12 quarters: 216.20 to 243.80
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 186.39 to 273.61
Based on UP max only (+10.8%): 254.86

Open to requests for other symbols.

LRCX Earnings

#JadeLizards #Earnings – Stock went up. (big surprise 🙂 ). Getting what I can from the call spread and letting the put side expire. Made .35!!

Bought to Close LRCX JUL 31 2020 350.0/355.0 side of the Jade Condor @ 4.75 (sold for 5.10)

5010038444245_T1

AAPL Earnings

#ShortPuts #Earnings – Going out to the monthlies for a little more safety and premium. Selling the expected move but below the 50ma. I’ll still put it in the #TakeOneForTheTeam category. 🙂 🙂

Sold AAPL AUG 21 2020 350.0 Put @ 3.75

LRCX Earnings

#Earnings #JadeLizards – I’m calling this a Jade Lizard because it’s fun but adding a disaster put turning it into some sort of an unbalanced iron condor. Still no upside risk and playing for a down move of half to one and a half times the expected move.

Sold LRCX JUL 31 2020 300.0/335.0/350.0/355.0 Jade Condor @ 5.10

NOW trade this

#Earnings Sold to Open $NOW July 31st 425/420 put spreads for 1.40, with stock at 441.00. Short strike is at the max negative move.

NOW earnings analysis

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

Overwhelmingly positive response on earnings…

April 29, 2020 AC +9.17%
Jan. 29, 2020 AC +9.16%
Oct. 23, 2019 AC +8.07%
July 24, 2019 AC -3.86% the only DOWN move since Jan 2016
April 24, 2019 AC +7.41%
Jan. 30, 2019 AC +13.41% Biggest UP
Oct. 24, 2018 AC +1.42%
July 25, 2018 AC +4.60%
April 25, 2018 AC +4.53%
Jan. 31, 2018 AC +2.64%
Oct. 25, 2017 AC +1.21%
July 26, 2017 AC +0.74%

Avg (+ or -) 5.52%
Bias 4.88%, overwhelmingly positive bias on earnings.

With stock at 443.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 417.67 to 468.33 (+/- 5.7%)
Based on AVERAGE one-day move over last 12 quarters: 418.55 to 467.45
Based on MAXIMUM one-day move over last 12 Q’s (13.4%): 383.59 to 502.41
Based on DOWN max only (-3.9%): 425.90

Open to requests for other symbols.

DVA earnings analysis (for tomorrow)

#Earnings $DVA reports THURSDAY after the bell. By request, here are details on earnings one-day moves over the last 12 quarters.

May 5, 2020 AC +4.41%
Feb. 10, 2020 AC +6.94%
Nov. 5, 2019 AC +12.92% Biggest UP
Aug. 1, 2019 AC +1.28%
May 7, 2019 AC -8.55%
Feb. 13, 2019 AC +0.29%
Nov. 7, 2018 AC -7.79%
Aug. 1, 2018 AC +5.34%
May 3, 2018 AC +4.86%
Feb. 13, 2018 AC +1.64%
Nov. 7, 2017 AC -7.83%
Aug. 1, 2017 AC -8.84% Biggest DOWN

Avg (+ or -) 5.89%
Bias 0.39%, small positive bias on earnings.

With stock at 90.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 85.35 to 94.65 (+/- 5.2%)
Based on AVERAGE one-day move over last 12 quarters: 84.70 to 95.30
Based on MAXIMUM one-day move over last 12 Q’s (12.9%): 78.37 to 101.63
Based on DOWN max only (-8.8%): 82.04

Open to requests for other symbols.

QCOM earnings analysis

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

April 29, 2020 AC -0.37%
Feb. 5, 2020 AC -0.32%
Nov. 6, 2019 AC +6.32%
July 31, 2019 AC -2.67%
May 1, 2019 AC +0.89%
Jan. 30, 2019 AC -1.29%
Nov. 7, 2018 AC -8.16% Biggest DOWN
July 25, 2018 AC +7.00% Biggest UP
April 25, 2018 AC +1.44%
Jan. 31, 2018 AC -2.12%
Nov. 1, 2017 AC +2.58%
July 19, 2017 AC -4.94%

Avg (+ or -) 3.18%
Bias -0.14%, no significant bias on earnings.

With stock at 92.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 87.12 to 97.88 (+/- 5.8%)
Based on AVERAGE one-day move over last 12 quarters: 89.56 to 95.44
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 84.95 to 100.05
Based on UP max only (+7.0%): 98.98

Open to requests for other symbols.

AMD Earnings

#ShortPuts #Earnings #TakeOneForTheTeam

This might stir stir things up a little bit. Going to the monthly with a fairly aggressive sale near the breakout level.

Sold AMD AUG 21 2020 62.5 Puts @ 1.82

SHOP earnings analysis

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

May 6, 2020 BO +6.91%
Feb. 12, 2020 BO +7.81%
Oct. 29, 2019 BO -3.81%
Aug. 1, 2019 BO +7.39%
April 30, 2019 BO +7.85%
Feb. 12, 2019 BO +1.37%
Oct. 25, 2018 BO +12.03% Biggest UP
July 31, 2018 BO -6.66%
May 1, 2018 BO -4.45%
Feb. 15, 2018 BO +0.28%
Oct. 31, 2017 BO -9.02% Biggest DOWN
Aug. 1, 2017 BO +5.77%

Avg (+ or -) 6.11%
Bias 2.12%, positive bias on earnings.

With stock at 982.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 895.07 to 1068.93 (+/- 8.9%)
Based on AVERAGE one-day move over last 12 quarters: 921.98 to 1042.02
Based on MAXIMUM one-day move over last 12 Q’s (12.0%): 863.87 to 1100.13
Based on DOWN max only (-9.0%): 893.42

Open to requests for other symbols.

AMD earnings analysis

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

April 28, 2020 AC -3.33%
Jan. 28, 2020 AC -5.97%
Oct. 29, 2019 AC +0.30%
July 30, 2019 AC -10.09%
April 30, 2019 AC -2.96%
Jan. 29, 2019 AC +19.94% Biggest UP
Oct. 24, 2018 AC -15.44% Biggest DOWN
July 25, 2018 AC +14.33%
April 25, 2018 AC +13.69%
Jan. 30, 2018 AC +6.75%
Oct. 24, 2017 AC -13.47%
July 25, 2017 AC +4.60%

Avg (+ or -) 9.24%
Bias 0.70%, small positive bias on earnings.

With stock at 69.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 62.72 to 75.28 (+/- 9.1%)
Based on AVERAGE one-day move over last 12 quarters: 62.62 to 75.38
Based on MAXIMUM one-day move over last 12 Q’s (19.9%): 55. 24 to 82.76
Based on DOWN max only (-15.4%): 58.35

Open to requests for other symbols.

#earnings #shortstrangles FFIV Sold Aug….

#earnings #shortstrangles FFIV

Sold Aug. 21, 135/165 strangle for 3.10, stock around 150.

thanks for the data Jeff

FFIV earnings analysis & trade

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

April 27, 2020 AC +7.59% Biggest UP
Jan. 27, 2020 AC -5.04%
Oct. 23, 2019 AC +5.50%
July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10%
July 25, 2018 AC +1.07%
April 25, 2018 AC +0.89%
Jan. 24, 2018 AC -5.05%
Oct. 25, 2017 AC +3.97%
July 26, 2017 AC -7.16% Biggest DOWN

Avg (+ or -) 3.86%
Bias 0.33%, small positive bias on earnings.

With stock at 153.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 143.53 to 162.47 (+/- 6.2%)
Based on AVERAGE one-day move over last 12 quarters: 147.09 to 158.91
Based on MAXIMUM one-day move over last 12 Q’s (7.6%): 141.39 to 164.61
Based on DOWN max only (-7.2%): 142.05

NOTE: 5-day max moves are roughly the same as 1-day

Open to requests for other symbols.

T Earnings

#ShortPuts #Earnings – Didn’t get the bounce so booking it for small gain. Still holding Aug 28.5 strike.

Bought to Close T JUL 24 2020 30.5 Puts @ .45 (sold for .75)

EW closed

#Earnings. Legged out of $EW 24Jul/31Jul 78 #DoubleCalendar as two straddles. Couldn’t ask for a better move on the stock.
Bought to close $EW July 24th 78 straddles for 1.051.
Sold to close $EW July 31st 78 straddles for 2.822

#DoubleCalendars Bought for .742 yesterday, sold for 1.771.

EW earnings analysis & trade

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

April 23, 2020 AC +1.10%
Jan. 30, 2020 AC -6.03%
Oct. 23, 2019 AC +1.63%
July 23, 2019 AC +9.93% Biggest UP
April 23, 2019 AC -1.79%
Jan. 31, 2019 AC -1.00%
Oct. 23, 2018 AC -5.35%
July 26, 2018 AC -8.50%
April 24, 2018 AC -3.82%
Feb. 1, 2018 AC +3.81%
Oct. 24, 2017 AC -9.55% Biggest DOWN
July 26, 2017 AC +0.64%

Avg (+ or -) 4.43%
Bias -1.58%, negative bias on earnings.

With stock at 61.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 73.37 to 83.03 (+/- 6.2%)
Based on AVERAGE one-day move over last 12 quarters: 74.74 to 81.66
Based on MAXIMUM one-day move over last 12 Q’s (9.9%): 70.43 to 85.97
Based on DOWN max only (-9.6%): 70.73

Open to requests for other symbols.

#doublecalendar

TSLA condor closed

#Earnings $TSLA July 24th 1375/1385-1880/1885 condors closed for .40. Sold yesterday for 3.45.

INTC earnings analysis

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

April 23, 2020 AC +0.37%
Jan. 23, 2020 AC +8.13%
Oct. 24, 2019 AC +8.09%
July 25, 2019 AC -1.09%
April 25, 2019 AC -8.99% Biggest DOWN
Jan. 24, 2019 AC -5.46%
Oct. 25, 2018 AC +3.11%
July 26, 2018 AC -8.58%
April 26, 2018 AC -0.60%
Jan. 25, 2018 AC +10.55% Biggest UP
Oct. 26, 2017 AC +7.37%
July 27, 2017 AC +0.97%

Avg (+ or -) 5.28%
Bias 1.16%%, positive bias on earnings.

With stock at 61.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 58.17 to 63.83 (+/- 4.6%)
Based on AVERAGE one-day move over last 12 quarters: 57.78 to 64.22
Based on MAXIMUM one-day move over last 12 Q’s (10.6%): 54.56 to 67.44
Based on DOWN max only (-9.0%): 55.52

Open to requests for other symbols.

T Earnings

#ShortPuts #Earnings – Might end up with some stock here. Got another position out in the monthlies slightly lower.

Sold T JUL 24 2020 30.5 Puts @ .75

MSFT earnings analysis

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

April 29, 2020 AC +1.00%
Jan. 29, 2020 AC +2.82%
Oct. 23, 2019 AC +1.96%
July 18, 2019 AC +0.14%
April 24, 2019 AC +3.31%
Jan. 30, 2019 AC -1.83% Biggest DOWN
Oct. 24, 2018 AC +5.84%
July 19, 2018 AC +1.79%
April 26, 2018 AC +1.65%
Jan. 31, 2018 AC -0.78%
Oct. 26, 2017 AC +6.41% Biggest UP
July 20, 2017 AC -0.57%

Avg (+ or -) 2.34%
Bias 1.81%, positive bias on earnings.

With stock at 211.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 201.16 to 220.84 (+/- 4.7%)
Based on AVERAGE one-day move over last 12 quarters: 206.06 to 215.94
Based on MAXIMUM one-day move over last 12 Q’s (6.4%): 197.47 to 224.53
Based on DOWN max only (-1.8%): 207.14

Open to requests for other symbols.

APT Calls / NUGT Calls Rolled / NFLX Put Closed

#coveredcalls
$APT STO 7/24 23 calls at .55
$NUGT BTC 8/21 90 calls and STO 8/21 95 calls for $3 debit. Stock at 98.12
$AAOI STO 7/24 14.50 calls at .40

#shortputs #earnings
$NFLX BTC 7/24 450 put at .40. STO at 4.94. Thank you @fuzzballl for trade and the caution.

TSLA Earnings

#ShortPuts #Earnings – In a different account…going out to the monthlies and down near where my covered call is sitting.

Sold TSLA AUG 21 2020 600.0 Put @ 2.27

TSLA Earnings

#JadeLizards #Earnings – Doing this in a PM account so the margin hit isn’t horrible. Playing for a down move of 100 to 500 points. LOL. No upside risk. Need at least down 100 for a shot at decent profit. Anything less than that still makes 1.85.

Sold TSLA JUL 24 2020 1100.0/1500.0/1505.0 Jade Lizard @ 6.85

TSLA earnings analysis & trade

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

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%
Aug. 2, 2017 AC +6.50%

Avg (+ or -) 8.46%
Bias 1.51%, positive bias on earnings.

With stock at 1600.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1363.21 to 1836.79 (+/- 14.8%)
Based on AVERAGE one-day move over last 12 quarters: 1464.72 to 1735.28
Based on MAXIMUM one-day move over last 12 Q’s (17.7%): 1317.44 to 1882.56
Based on DOWN max only (-13.6%): 1382.24

Open to requests for other symbols.

CMG earnings analysis

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

April 21, 2020 AC +12.14%
Feb. 4, 2020 AC -3.48%
Oct. 22, 2019 AC -5.15%
July 23, 2019 AC +5.18%
April 24, 2019 AC -4.46%
Feb. 6, 2019 AC +11.35%
Oct. 25, 2018 AC +3.42%
July 26, 2018 AC +5.71%
April 25, 2018 AC +24.44% Biggest UP
Feb. 6, 2018 AC -10.55%
Oct. 24, 2017 AC -14.58% Biggest DOWN
July 25, 2017 AC -2.30%

Avg (+ or -) 8.56%
Bias 1.81%, positive bias on earnings.

With stock at 1170.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1091.56 to 1248.44 (+/- 6.7%)
Based on AVERAGE one-day move over last 12 quarters: 1069.81 to 1270.19
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 884.05 to 1455.95
Based on DOWN max only (-14.6%): 999.41

Open to requests for other symbols.

NFLX Earnings

#ShortPuts #Earnings – Just for safety in case this thing starts getting some more downward momo…

Bought to Close NFLX JUL 24 2020 450.0 Put @ .50 (sold for 5.25)

ISRG earnings analysis

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

April 16, 2020 AC +3.11%
Jan. 23, 2020 AC -4.19%
Oct. 17, 2019 AC +6.96%
July 18, 2019 AC -1.45%
April 18, 2019 AC -7.00% Biggest DOWN
Jan. 24, 2019 AC -3.93%
Oct. 18, 2018 AC -3.45%
July 19, 2018 AC -0.86%
April 17, 2018 AC +8.17% Biggest UP
Jan. 25, 2018 AC -2.12%
Oct. 19, 2017 AC +3.39%
July 20, 2017 AC -4.55%

Avg (+ or -) 4.10%
Bias -0.49%, negative bias on earnings.

With stock at 665.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 627.36 to 702.64 (+/- 5.7%)
Based on AVERAGE one-day move over last 12 quarters: 637.75 to 692.25
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 610.67 to 719.33
Based on DOWN max only (-7.0%): 618.45

Open to requests for other symbols.

SLB

Sold SLB 07/24/2020 21.0 Diagonal Calls @ 0.16 with the stock at 19.60.
#Earnings this week.
I also have a large covered call position @ 20.50 strike

T

#ShortPuts #Earnings – Earnings this week but not much premium. Going out to the monthlies and selling below the recent range. 8.3% divvy yield down there…

Sold T AUG 21 2020 28.5 Puts @ .52

SLB

Sold SLB 07/24/2020 20.50 Covered Calls @ 0.11 with the stock at 18.80.
#Earnings this week 07/24 BMO

SPX 1-dte & NFLX

#SPX1dte #RiskReversal for Monday. Placed as one trade with SPX at 3229, IV 13.7%, total credit: .35. Aggressive positioning based on Upside Warning:
Sold $SPX July 20th 3185/3165 put spreads for 2.07, ∆ -.17
Bought $SPX July 20th 3270/3285 call spreads for 1.72, ∆ +.14

Expiring: July 17th 3115/3135-3270/3285 condors, sold yesterday for 1.15.

#Earnings Also expiring, $NFLX July 17th 460/465-590/595 condors, sold yesterday for 1.446

NFLX Earnings

#ShortPuts #Earnings – Back in. A little more aggressively this time…

Sold NFLX JUL 24 2020 450.0 Put @ 5.25

NFLX Earnings

#ShortPuts #Earnings – Not something I normally do but scalping a little profit already and looking for a new one to sell before the close.

Bought to Close NFLX JUL 24 2020 425.0 Put @ 2.65 (sold for 4.00)

NFLX Earnings

#ShortPuts #Earnings – Somebody leak the earnings already? Stock is pretty weak so far today. I’m going out to next week and selling below the 50ma and near the 100ma.

Sold NFLX JUL 24 2020 425.0 Put @ 4.00

NFLX trade

#Earnings Sold to Open $NFLX July 17th 460/465-590/595 condors for 1.445. Filled quickly on an order for 1.40, so I clearly asked for too little. Short strikes at historical max moves.

NFLX earnings analysis

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

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%
Oct. 16, 2017 AC -1.57%
July 17, 2017 AC +13.54% Biggest UP

Avg (+ or -) 5.77%
Bias 0.97%, positive bias on earnings.

With stock at 520.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 467.05 to 572.95 (+/- 10.2%)
Based on AVERAGE one-day move over last 12 quarters: 490.00 to 550.00
Based on MAXIMUM one-day move over last 12 Q’s (13.5%): 449.59 to 590.41
Based on DOWN max only (-10.3%): 466.60

Open to requests for other symbols.

GS earnings analysis

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

April 15, 2020 BO +0.16%
Jan. 15, 2020 BO -0.18%
Oct. 15, 2019 BO +0.31%
July 16, 2019 BO +1.86%
April 15, 2019 BO -3.81% Biggest DOWN
Jan. 16, 2019 BO +9.54% Biggest UP
Oct. 16, 2018 BO +3.01%
July 17, 2018 BO -0.18%
April 17, 2018 BO -1.64%
Jan. 17, 2018 BO -1.86%
Oct. 17, 2017 BO -2.60%
July 18, 2017 BO -2.59%

Avg (+ or -) 2.31%
Bias 0.17%, no significant bias on earnings.

With stock at 211.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 201.02 to 221.98 (+/- 5.0%)
Based on AVERAGE one-day move over last 12 quarters: 206.61 to 216.39
Based on MAXIMUM one-day move over last 12 Q’s (9.5%): 191.32 to 231.68
Based on DOWN max only (-3.8%): 203.44

Open to requests for other symbols.

WBA Diagonal Credit Spread unwind

On Wednesday, before #Earnings, I sold to open WBA Jul 10 2020 40.00 Puts @ $0.43 / Bought WBA Jul 17 2020 30.00 Puts @ $0.02 for a 0.41 net credit.
Today I Closed Out the Spread for a 0.40 Debit for a virtual break even.
Given that the stock dropped to 38.05 on Thursday and started below 38.60 this morning, I count this as a victory.

At least I got to add stock yesterday below 39.

VIAC Covered Roll

Bought to close VIAC 07/10/2020 20.0 Covered Calls / Sold VIAC 07/17/2020 20.0 Covered Calls @ 0.11 Credit.
The options are too far ITM to roll up with the stock at 22.49.
A pullback to about 21 by next Friday would help with that.
#Earnings not until 08/06

KSS Roll

Bought to close KSS 07/10/2020 22.0 Diagonal Calls / Sold KSS 07/17/2020 23.0 Diagonal Calls @ 0.27 Credit plus an extra point on the short strike.
The stock is at 20.60 with no #Earnings next week.

PEP earnings analysis

#Earnings $PEP reports Monday morning. Below are details on earnings FIVE-day moves over the last 12 quarters, to indicate how PEP may move into next Friday’s expiration.

Tue 04/28/2020 BO -3.21%
Thu 02/13/2020 BO +0.62%
Thu 10/03/2019 BO +3.29%
Tue 07/09/2019 BO +0.54%
Wed 04/17/2019 BO +3.82%
Fri 02/15/2019 BO +2.97%
Tue 10/02/2018 BO -3.81% Biggest DOWN
Tue 07/10/2018 BO +4.57% Biggest UP
Thu 04/26/2018 BO -0.21%
Tue 02/13/2018 BO -0.78%
Wed 10/04/2017 BO +1.16%
Tue 07/11/2017 BO +0.57%

Avg (+ or -) 2.13%
Bias 0.79%, positive bias on earnings.

With stock at 32.00 the data suggests these ranges:
Based on current IV (expected move into Friday 7/17 per TOS): 126.73 to 137.27 (+/- 4.0%)
Based on AVERAGE five-day move over last 12 quarters: 129.19 to 134.81
Based on MAXIMUM five-day move over last 12 Q’s (4.6%): 125.97 to 138.03
Based on DOWN max only (-3.8%): 126.97

Open to requests for other symbols.

WFC Covered Calls

Sold 1 WFC 07/17/2020 28.50 Covered Call @ 0.17
Sold 2 WFC 07/17/2020 29.00 Covered Calls @ 0.15.
Sold 2 WFC 07/17/2020 29.50 Diagonal Calls @ 0.11.
With the stock at 24.50, the only reason the premiums are this high is that #Earnings are BMO on 07/14/2020

XRX Covered Call

Bought 100 XRX / Sold 1 XRX 07/17/2020 15.0 Covered Call @ 14.21 Net Debit.

I’ve been waiting on this one to retrace to the old low.

xrx

#Earnings on 7/28. P/E at 7.00. Yield at 6.50%

WBA Earnings

Diagonal Credit Spread
Sold to open WBA Jul 10 2020 40.00 Puts @ $0.43 / Bought WBA Jul 17 2020 30.00 Puts @ $0.02 for a 0.41 net credit.
#Earnings tomorrow.

WBA is 42.60 and has a nice divvy and is not all that far from the yearly low.

If the short put goes bad, I can roll it at least once because the throw-away long position is a week longer.

WBA earnings analysis

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

April 2, 2020 BO -6.29%
Jan. 8, 2020 BO -5.83%
Oct. 28, 2019 BO +0.68%
June 27, 2019 BO +4.08% Biggest UP
April 2, 2019 BO -12.80% Biggest DOWN
Dec. 20, 2018 BO -5.02%
Oct. 11, 2018 BO -1.94%
June 28, 2018 BO -9.90%
March 28, 2018 BO +2.47%
Jan. 4, 2018 BO -5.17%
Oct. 25, 2017 BO +3.07%
June 29, 2017 BO +1.66%

Avg (+ or -) 4.91%
Bias -2.92% significant negative bias on earnings.

With stock at 42.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 39.70 to 45.30 (+/- 6.6%)
Based on AVERAGE one-day move over last 12 quarters: 40.41 to 44.59
Based on MAXIMUM one-day move over last 12 Q’s (12.8%): 37.06 to 47.94
Based on UP max only (+4.1%): 44.23

Open to requests for other symbols.

BBBY earnings analysis

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

April 15, 2020 AC +18.01% Biggest UP
Jan. 8, 2020 AC -19.21%
Oct. 2, 2019 AC +2.69%
July 10, 2019 AC -3.03%
April 10, 2019 AC -8.75%
Jan. 9, 2019 AC +16.55%
Sept. 26, 2018 AC -20.99% Biggest DOWN
June 27, 2018 AC -3.81%
April 11, 2018 AC -19.95%
Dec. 20, 2017 AC -12.49%
Sept. 19, 2017 AC -15.87%
June 22, 2017 AC -12.12%

Avg (+ or -) 12.79%
Bias -6.58%, strongly negative bias on earnings.

With stock at 10.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 8.26 to 11.74 (+/- 17.4%)
Based on AVERAGE one-day move over last 12 quarters: 8.72 to 11.28
Based on MAXIMUM one-day move over last 12 Q’s (21.0%): 7.90 to 12.10
Based on UP max only (+18.0%): 11.80

Open to requests for other symbols.

WBA Rollup

Bought to close WBA 07/02/2020 42.0 Covered Calls/ Sold WBA 07/10/2020 42.50 Covered Call @ 0.89 Credit
#Earnings on 07/09

FDX earnings analysis

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

March 17, 2020 AC +4.97% Biggest UP
Dec. 17, 2019 AC -10.02%
Sept. 17, 2019 AC -12.91% Biggest DOWN
June 25, 2019 AC +2.52%
March 19, 2019 AC -3.49%
Dec. 18, 2018 AC -12.16%
Sept. 17, 2018 AC -5.53%
June 19, 2018 AC -2.69%
March 20, 2018 AC -1.17%
Dec. 19, 2017 AC +3.51%
Sept. 19, 2017 AC +2.08%
June 20, 2017 AC +1.60%

Avg (+ or -) 5.22%
Bias -2.77%, negative bias on earnings.

With stock at 136.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 126.33 to 145.67 (+/- 7.1%)
Based on AVERAGE one-day move over last 12 quarters: 128.90 to 143.10
Based on MAXIMUM one-day move over last 12 Q’s (12.9%): 118.44 to 153.56
Based on UP max only (+5.0%): 142.76

Open to requests for other symbols.

MU earnings analysis

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

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%
June 29, 2017 AC -5.11%

Avg (+ or -) 6.62%
Bias 0.79%, small positive bias on earnings.

With stock at 48.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 45.14 to 51.86 (+/- 5.4%)
Based on AVERAGE one-day move over last 12 quarters: 45.29 to 51.71
Based on MAXIMUM one-day move over last 12 Q’s (13.3%): 42.03 to 54.97
Based on DOWN max only (-11.1%): 43.12

NOTE: 5-day MAX moves are -12.96% and +18.08%

Open to requests for other symbols.

NKE earnings analysis

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

March 24, 2020 AC +9.23%
Dec. 19, 2019 AC -1.17%
Sept. 24, 2019 AC +4.16%
June 27, 2019 AC +0.34%
March 21, 2019 AC -6.61% Biggest DOWN
Dec. 20, 2018 AC +7.16%
Sept. 25, 2018 AC -1.28%
June 28, 2018 AC +11.12% Biggest UP
March 22, 2018 AC +0.32%
Dec. 21, 2017 AC -2.28%
Sept. 26, 2017 AC -1.91%
June 29, 2017 AC +10.96%

Avg (+ or -) 4.71%
Bias 2.50%, strong positive bias on earnings.

With stock at 100.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 94.59 to 105.41 (+/- 5.4%)
Based on AVERAGE one-day move over last 12 quarters: 95.29 to 104.71
Based on MAXIMUM one-day move over last 12 Q’s (11.1%): 88.88 to 111.12
Based on DOWN max only (-6.6%): 93.39

Open to requests for other symbols.