#earnings #closing BIDU Nov. 6,…

#earnings #closing BIDU

Nov. 6, sold a 97/120 strangle. Nov. 8 went inverted, Dec. 20, 120c/130p. Bought today making about $50, phew.

COST earnings analysis

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

Oct. 3, 2019 AC +0.92%
May 30, 2019 AC -0.81%
March 7, 2019 AC +5.08% Biggest UP
Dec. 13, 2018 AC -8.58% Biggest DOWN
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%
May 25, 2017 AC +1.79%
March 2, 2017 AC -4.33%
Dec. 7, 2016 AC +2.43%

Avg (+ or -) 3.35%
Bias -1.10%, negative bias on earnings.

With stock at 297.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 287.83 to 307.17
Based on AVERAGE one-day move over last 12 quarters: 287.53 to 307.47
sed on MAXIMUM one-day move over last 12 Q’s (-8.6%): 271.97 to 323.03
Based on UP max only (+5.1%): 312.61

Open to requests for other symbols.

#earnings #closing AEO Tuesday sold…

#earnings #closing AEO

Tuesday sold an iron fly for 1.33, bought today for 1.06.

Thanks for the data Jeff

ADBE earnings analysis

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

Sept. 17, 2019 AC -1.74%
June 18, 2019 AC +5.21% Biggest UP
March 14, 2019 AC -3.95%
Dec. 13, 2018 AC -7.28% Biggest DOWN
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%

Avg (+ or -) 3.27%
Bias -0.25%, negative bias on earnings.

With stock at 304.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 293.08 to 314.92
Based on AVERAGE one-day move over last 12 quarters: 295.02 to 314.98
sed on MAXIMUM one-day move over last 12 Q’s (7.3%): 282.80 to 327.20
Based on UP max only (+5.2%): 320.89

Open to requests for other symbols.

AVGO earnings analysis

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

Sept. 12, 2019 AC -3.41%
June 13, 2019 AC -5.56% Biggest DOWN
March 14, 2019 AC +8.23%
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 0.00%
Aug. 24, 2017 AC -3.70%
June 1, 2017 AC +8.49% Biggest UP
March 1, 2017 AC +0.99%
Dec. 8, 2016 AC +4.90%

Avg (+ or -) 4.24%
Bias 0.91%, positive bias on earnings.

With stock at 327.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 312.80 TOO 342.20
Based on AVERAGE one-day move over last 12 quarters: 313.61 TO 341.39
sed on MAXIMUM one-day move over last 12 Q’s (8.5%): 299.70 TO 355.30
Based on DOWN max only (-5.6%): 309.29

Open to requests for other symbols.

AEO closed

#Earnings BTC $AEO Dec 13th 15 put for .50. #LongStraddle sold for 1.35 on Tuesday. Closed for a total of .55.

CIEN Earnings

#JadeLizards #Earnings – Getting away to the upside so taking a small winner and moving on…

Bought to Close CIEN DEC 13 2019 33.5/37.0/38.0 Jade Lizards @ .81 (sold for 1.09)

Looked great until the conference call started…not sure what was said.