#Earnings Sold to close $ANF Nov 29th 16/16.5 strangles for .926. Bought yesterday for 1.99.
Didn’t get the move so worked aggressively to unload at the open when volatility still high, rather than wait to see if the stock will move enough to become profitable.
The move came in BBY, which is where I didn’t want it.
#Earnings Bought to Open $BBY Nov29/Dec06 74 #DoubleCalendar for .50. Partial fill so far, not raising my price.
Sold a Dec. 6/Dec. 13 73.50 double calendar for .44
#Earnings $ANF reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
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%
May 25, 2017 BO +8.99%
March 2, 2017 BO +13.94%
Nov. 18, 2016 BO -13.76%
Avg (+ or -) 16.52%
Bias 2.99%, positive bias on earnings.
With stock at 16.10 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 13.95 to 18.25
Based on AVERAGE one-day move over last 12 quarters: 13.44 to 18.76
sed on MAXIMUM one-day move over last 12 Q’s (26.5%): 11.84 to 20.36
Based on UP max only (+23.9%): 19.95
Open to requests for other symbols.
#Earnings $BBY reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 29, 2019 BO -7.98%
May 23, 2019 BO -4.84%
Feb. 27, 2019 BO +14.11%
Nov. 20, 2018 BO +2.13%
Aug. 28, 2018 BO -5.00%
May 24, 2018 BO -6.64%
March 1, 2018 BO +3.94%
Nov. 16, 2017 BO -3.57%
Aug. 29, 2017 BO -11.92% Biggest DOWN
May 25, 2017 BO +21.47% Biggest UP
March 1, 2017 BO -4.50%
Nov. 17, 2016 BO +13.69%
Avg (+ or -) 8.32%
Bias 0.91%, positive bias on earnings.
With stock at 74.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 68.87 to 79.13
Based on AVERAGE one-day move over last 12 quarters: 67.85 to 80.15
sed on MAXIMUM one-day move over last 12 Q’s (21.5%): 58.11 to 89.89
Based on DOWN max only (-11.9%): 65.18
Open to requests for other symbols.
#Earnings $PANW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
May 31, 2017 AC +17.20% Biggest UP
Feb. 28, 2017 AC -24.15% Biggest DOWN
Nov. 21, 2016 AC -13.24%
Avg (+ or -) 8.07%
Bias 0.61%, slight positive bias on earnings.
With stock at 250.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 234.96 to 265.04
Based on AVERAGE one-day move over last 12 quarters: 229.82 to 270.18
sed on MAXIMUM one-day move over last 12 Q’s (24.2%): 189.63 to 310.38
Based on UP max only (+17.2%): 293.00
Open to requests for other symbols.
#Earnings Been striking out on recent #DoubleCalendar trades…
Paid .01 to close put calendar on $INTU, bought yesterday for 1.35. This one is a disappointment as it is more expensive than most of these trades, and these higher priced stocks rarely result in a full loss. The morning looked promising but it spent the whole day sinking. It does, however, have a better chance than most of producing some return on the long 272.5 long call lottery ticket next week.
$HD, sold the long puts yesterday, expecting some bounce, but it fell further. So holding the stock for next week.
OX $PTON 11/22 27p #Shortputs
STO $PTON 11/29 27.5p @.35 #Shortputs Replacing above. Looking to add to long stock
OX $SPLK 11/22 105/115 #BuPS STO 11/21 @1.05 – Thanks for info/idea @Jeff and @Fuzzball #Earnings
#shortputs
$ZM BTC 12/6 72 call and STO 12/27 73 call at .30 added credit. Rolled three times at 1.95 credit and gained $4.5
if called away. Stock upgraded by somebody with $90 target today.
$PLAN STO 12/20 50 put at 1.75. Part of Covered strangle with 55 call
$TWTR BTC 11/22 32 put at 2.10. STO at 2.81
#earnings
Expire today
$SPLK 115 put STO at 1.25. Thank you @fuzzballl
#Earnings #JadeLizards – Another big up move on a Lizard. No harm no foul. Little dip right at the open got me out of the call spread for 1.75. Already up to 2.00 now.
Bought to Close SPLK NOV 22 2019 115.0/127.0/129.0 Jade Lizards @ 1.78 (sold for 2.16)
#Earnings I was assigned $HD shares at 237.50 last night. Today, I sold the Nov 29th long 237.5 puts for 18.20. Plan to sell the stock on next move higher… hopefully for about 220.00 which would make the trade almost break-even.
Original trade: $HD Nov22/Nov29 237.5 #DoubleCalendar for .82 on Monday.
Looks like the INTU trade has a better chance of working.
#ShortPuts #Earnings – I’ll take a shot just outside the expected move down below the 200ma and 50ma near recent lows.
Sold SPLK NOV 22 2019 115.0 Puts @ 1.25
#Earnings $INTU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 22, 2019 AC +1.09%
May 23, 2019 AC +6.70%
Feb. 21, 2019 AC +6.76% Biggest UP
Nov. 19, 2018 AC -2.03%
Aug. 23, 2018 AC +1.96%
May 22, 2018 AC +2.98%
Feb. 22, 2018 AC -0.18%
Nov. 20, 2017 AC -3.79% Biggest DOWN
Aug. 22, 2017 AC -1.90%
May 23, 2017 AC +6.72%
Feb. 23, 2017 AC +6.05%
Nov. 17, 2016 AC +1.91%
Avg (+ or -) 3.51%
Bias 2.19%, positive bias on earnings.
With stock at 272.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 262.33 to 282.67
Based on AVERAGE one-day move over last 12 quarters: 262.95 to 282.05
sed on MAXIMUM one-day move over last 12 Q’s (6.8%): 254.08 to 290.92
Based on DOWN max only (-3.8%): 262.17
Open to requests for other symbols.
#Earnings $SPLK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 21, 2019 AC -7.83% Biggest DOWN
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%
May 25, 2017 AC -6.97%
Feb. 23, 2017 AC -3.23%
Nov. 29, 2016 AC +0.41%
Avg (+ or -) 7.69%
Bias 2.44%, positive bias on earnings.
With stock at 127.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 117.04 to 136.96
Based on AVERAGE one-day move over last 12 quarters: 117.24 to 136.76
sed on MAXIMUM one-day move over last 12 Q’s (17.9%): 104.28 to 149.72
Based on DOWN max only (-7.8%): 117.06
Open to requests for other symbols.
#ShortPuts #Earnings – Booking now and not taking any chances…
Bought to Close NTES NOV 22 2019 267.5 Put @ .10 (sold for 3.20)
Sold Dec. 20, 15/15.50/16.50 for 1.15.
I’m long 105 shares from assignment a long time ago with a cost basis in the 30s. Will add a couple long puts to protect that horrid position.
#Earnings $M reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 14, 2019 BO -13.22%
May 15, 2019 BO -0.45%
Feb. 26, 2019 BO +1.47%
Nov. 14, 2018 BO -7.18%
Aug. 15, 2018 BO -15.94%
May 16, 2018 BO +10.82%
Feb. 27, 2018 BO +3.46%
Nov. 9, 2017 BO +10.98% Biggest UP
Aug. 10, 2017 BO -10.24%
May 11, 2017 BO -17.00% Biggest DOWN
Feb. 21, 2017 BO -0.03%
Nov. 10, 2016 BO +5.60%
Avg (+ or -) 8.03%
Bias -2.64%, negative bias on earnings.
With stock at 15.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 13.39 to 17.01
Based on AVERAGE one-day move over last 12 quarters: 13.98 to 16.42
sed on MAXIMUM one-day move over last 12 Q’s (17.0%): 12.62 to 17.78
Based on UP max only (+11.0%): 16.87
Open to requests for other symbols.
#Earnings $NTES reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 7, 2019 AC +10.26%
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%
May 10, 2017 AC -0.82%
Feb. 15, 2017 AC +14.08% Biggest UP
Nov. 9, 2016 AC -9.22%
Avg (+ or -) 7.87%
Bias -0.53%, small negative bias on earnings.
With stock at 287.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 266.37 to 308.63
Based on AVERAGE one-day move over last 12 quarters: 264.89 to 310.11
sed on MAXIMUM one-day move over last 12 Q’s (14.1%): 247.02 to 327.98
Based on DOWN max only (-11.0%): 255.99
Open to requests for other symbols.
#Earnings $TGT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 21, 2019 BO +20.42% Biggest UP
May 22, 2019 BO +7.78%
March 5, 2019 BO +4.58%
Nov. 20, 2018 BO -11.26%
Aug. 22, 2018 BO +3.20%
May 23, 2018 BO -5.69%
March 6, 2018 BO -4.45%
Nov. 15, 2017 BO -9.86%
Aug. 16, 2017 BO +3.60%
May 17, 2017 BO +0.93%
Feb. 28, 2017 BO -12.16% Biggest DOWN
Nov. 16, 2016 BO +6.42%
Avg (+ or -) 7.53%
Bias 0.29%, no significant bias on earnings.
With stock at 110.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 102.31 to 117.69
Based on AVERAGE one-day move over last 12 quarters: 101.72 to 118.28
sed on MAXIMUM one-day move over last 12 Q’s (20.4%): 87.54 to 132.46
Based on UP max only (-12.2%): 96.62
Open to requests for other symbols.
#ShortPuts #Earnings – Earnings not until tomorrow night but with a little pullback today setting my position now. Selling well below the 50ma and close to the 200ma.
Sold NTES NOV 22 2019 267.5 Put @ 3.20
#earnings HD KSS
#jadelizard #ironcondor #shortstrangles
HD This is a jade lizard set up with a protective put, making it an iron condor
HD Sold Dec. 20, 210/225/240/242.50 for 2.60
KSS sold Dec. 20, 50/65 strangle for 1.65
Thanks for the data Jeff
#Earnings $KSS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33% Biggest DOWN
March 5, 2019 BO +7.31%
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%
May 11, 2017 BO -7.83%
Feb. 23, 2017 BO -2.08%
Nov. 10, 2016 BO +11.53% Biggest UP
Avg (+ or -) 6.51%
Bias -2.93%, negative bias on earnings.
With stock at 58.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 53.70 to 63.30
Based on AVERAGE one-day move over last 12 quarters: 54.69 to 62.31
sed on MAXIMUM one-day move over last 12 Q’s (12.3%): 51.29 to 65.71
Based on UP max only (+11.5%): 65.25
Open to requests for other symbols.
#Earnings $HD reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 20, 2019 BO +4.39% Biggest UP
May 21, 2019 BO +0.26%
Feb. 26, 2019 BO -0.88%
Nov. 13, 2018 BO -0.23%
Aug. 14, 2018 BO -0.53%
May 15, 2018 BO -1.62%
Feb. 20, 2018 BO -0.13%
Nov. 14, 2017 BO +1.63%
Aug. 15, 2017 BO -2.65% Biggest DOWN
May 16, 2017 BO +0.59%
Feb. 21, 2017 BO +1.41%
Nov. 15, 2016 BO -2.56%
Avg (+ or -) 1.41%
Bias -0.03%, no significant bias on earnings.
With stock at 237.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 229.57 to 245.43
Based on AVERAGE one-day move over last 12 quarters: 234.16 to 240.84
sed on MAXIMUM one-day move over last 12 Q’s (4.4%): 227.07 to 247.93
Based on DOWN max only (-2.7%): 231.21
Open to requests for other symbols.
#Earnings Closed put side of $CSCO Nov15/Nov22 48.5 #DoubleCalendar for .00 on TOS, for a .01 debit on IB. The short calls will expire, long calls a lottery ticket for next week.
#CoveredCalls #Earnings #ShortPuts – Not much left to do this week…
ISRG: Booking it a week early.
Bought to Close ISRG NOV 22 2019 530.0 Put @ .40 (sold for 5.50)
NVDA: Booking the earnings and selling a new one on the dip.
Bought to Close NVDA NOV 15 2019 200.0 Put @ .14 (sold for 3.35)
Sold NVDA DEC 20 2019 190.0 Put @ 2.60 (early on this one)
RTN: Long time stock position going away
Stock called away at 185.0 (basis 182.90)
TNA: Long time stock position going away.
Stock called away at 54.50 (basis 41.30)
#Earnings Bought Nov 15th 217.5/220/222.5 call #EMButterfly for .19.
#Earnings $NVDA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 15, 2019 AC +7.25%
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%
May 9, 2017 AC +17.82%
Feb. 9, 2017 AC -2.37%
Nov. 10, 2016 AC +29.80% Biggest UP
Avg (+ or -) 8.70%
Bias 2.74%, positive bias on earnings.
With stock at 208.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 194.41 to 221.59
Based on AVERAGE one-day move over last 12 quarters: 189.90 to 226.10
sed on MAXIMUM one-day move over last 12 Q’s (29.8%): 146.02 to 269.98
Based on DOWN max only (-18.8%): 169.00
Open to requests for other symbols.
#JadeLizards #Earnings – Stock is rallying so booking it now…
Bought to Close NTAP NOV 15 2019 56/61/62.5 Jade Lizards @ .75 (sold for 1.62)
#ShortPuts #Earnings – My 17th time in this thing in 2019. Highest strike I’ve sold is 165 so I can’t believe I’m doing this. Still wouldn’t mind a pullback to get a better roll in Dec for my DITM covered call.
Sold NVDA Nov 15 2019 200.0 Put @ 3.35
#JadeLizards #Earnings – Small position just to have something to do. Playing it to the downside at the expected move and 50ma with no upside risk.
Sold NTAP NOV 15 2019 56/61/62.5 Jade Lizards @ 1.62
#earnings WMT NTAP
WMT Sold Dec. 20, 115/125 #shortstrangles for 2.62.
NTAP Sold Dec. 20, 50/70 strangle for 1.17
Thanks for the data Jeff.
#Earnings $CSCO reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 14, 2019 AC -8.61% Biggest DOWN
May 15, 2019 AC +6.65% Biggest UP
Feb. 13, 2019 AC +1.89%
Nov. 14, 2018 AC +5.50%
Aug. 15, 2018 AC +2.96%
May 16, 2018 AC -3.76%
Feb. 14, 2018 AC +4.72%
Nov. 15, 2017 AC +5.18%
Aug. 16, 2017 AC -4.01%
May 17, 2017 AC -7.21%
Feb. 15, 2017 AC +2.37%
Nov. 16, 2016 AC -4.81%
Avg (+ or -) 4.81%
Bias 0.07%, no significant bias on earnings.
With stock at 48.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 46.22 to 50.78
Based on AVERAGE one-day move over last 12 quarters: 46.17 to 50.83
sed on MAXIMUM one-day move over last 12 Q’s (8.6%): 44.32 to 52.68
Based on UP max only (+6.7%): 51.73
Open to requests for other symbols.
#Earnings . Sold to close $SWKS Nov15/Nov22 101 #DoubleCalendar for 1.40. Bought yesterday for .732.
Only partial fill so far.
#Earnings $WMT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 15, 2019 BO +6.22%
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%
May 18, 2017 BO +3.22%
Feb. 21, 2017 BO +2.99%
Nov. 17, 2016 BO -3.08%
Avg (+ or -) 4.58%
Bias 1.47%, positive bias on earnings.
With stock at 120.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 115.34 to 124.66
Based on AVERAGE one-day move over last 12 quarters: 114.50 to 125.50
ased on MAXIMUM one-day move over last 12 Q’s (10.9%): 106.93 to 133.07
Based on DOWN max only (-10.2%): 107.80
Open to requests for other symbols.
#Earnings $NTAP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
May 24, 2017 AC +3.53%
Feb. 15, 2017 AC +4.18%
Nov. 16, 2016 AC +6.24%
Avg (+ or -) 6.35%
Bias -0.40%, slight negative bias on earnings.
With stock at 60.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 55.03 to 65.97
Based on AVERAGE one-day move over last 12 quarters: 56.66 to 64.34
ased on MAXIMUM one-day move over last 12 Q’s (15.9%): 50.87 to 70.13
Based on DOWN max only (-11.7%): 53.41
Open to requests for other symbols.
#Earnings Bought to open $SWKS Nov15/Nov22 101 #DoubleCalendar for 0.732 (avg price).
#Earnings $SWKS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 7, 2019 AC +0.46%
May 2, 2019 AC -3.51%
Feb. 5, 2019 AC +11.49%
Nov. 8, 2018 AC -8.08% Biggest DOWN
July 19, 2018 AC -5.35%
May 3, 2018 AC +4.28%
Feb. 5, 2018 AC +10.44%
Nov. 6, 2017 AC -4.41%
July 20, 2017 AC -0.15%
April 27, 2017 AC -4.28%
Jan. 19, 2017 AC +13.01% Biggest UP
Nov. 3, 2016 AC +0.53%
Avg (+ or -) 5.50%
Bias 1.20%, positive bias on earnings.
With stock at 102.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 95.27 to 108.73
Based on AVERAGE one-day move over last 12 quarters: 96.39 to 107.61
ased on MAXIMUM one-day move over last 12 Q’s (13.0%): 88.73 to 115.27
Based on DOWN max only (-8.1%): 93.76
Open to requests for other symbols.
#Earnings Sold to close final $UVXY Jan 2020 20 puts for 4.75. Avg purchase price 1.85. Still holding long $VXX 20 puts.
The Good, Expiring worthless:
$SPX Nov 8th 3040/3060-3110/3130 condors, sold yesterday for .80
$DIS Nov 8th 130/128 put spreads, sold yesterday for .65
The Bad, although not Ugly,
$MNST Nov 8th 59/60.5/62 EM call butterfly, bought yesterday for .205
$HUM Nov 8th EM put and call butterflys, bought for .32 total on Tuesday
First time I tried these, both could have been exited for small profit at one point, but I waited to see if I could get more.
#Earnings . Sold to close $SQ Nov08/Nov15 61 #DoubleCalendar for 1.00. Bought Wednesday for .48
#Earnings . Sold to Open $DIS Nov 8th 130/128 put spread for .65.
#Earnings $MNST reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 7, 2019 AC +2.96%
May 2, 2019 AC +8.82%
Feb. 27, 2019 AC +8.66%
Nov. 7, 2018 AC -3.16%
Aug. 8, 2018 AC +2.65%
May 8, 2018 AC -7.47%
Feb. 28, 2018 AC -14.43% Biggest DOWN
Nov. 8, 2017 AC +1.17%
Aug. 8, 2017 AC -1.14%
May 4, 2017 AC +3.30%
March 1, 2017 AC +12.75% Biggest UP
Nov. 3, 2016 AC -3.55%
Avg (+ or -) 5.84%
Bias 0.88%, positive bias on earnings.
With stock at 56.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 52.63 to 60.87
Based on AVERAGE one-day move over last 12 quarters: 53.44 to 60.06
Based on MAXIMUM one-day move over last 12 Q’s (14.4%): 48.56 to 64.94
Based on UP max only (+12.8%): 63.99
Open to requests for other symbols.
#earnings DIS
Sold Dec. 20, 120/145 strangle for 1.51
Thanks for the data Jeff.
#Earnings $DIS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
May 9, 2017 AC -2.15%
Feb. 7, 2017 AC 0.00%
Nov. 10, 2016 AC +2.86% Biggest UP
Avg (+ or -) 2.09%
Bias -0.98%, negative bias on earnings.
With stock at 132.5 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 127.48137.42
Based on AVERAGE one-day move over last 12 quarters: 129.74 to 135.26
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 125.95 to 139.05
Based on UP max only (+2.9%): 136.29
Open to requests for other symbols.
#earnings #ROKU #ironcondor BIDU #shortstrangles
ROKU I’ll not try and bell the cat again. Sold Dec. 20, 105/110/180/185 for 1.49, will probably add a cheap long put and call in case of a blow out.
ROKU Bought Nov. 15, 195/205 call spread for .27
BIDU Sold Nov. 15, 97/120 strangle for 1.83.
Thank you Jeff for the data.
#Earnings $SQ reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 1, 2019 AC -14.05% Biggest DOWN
May 1, 2019 AC -7.98%
Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86%
Feb. 22, 2017 AC +14.02% Biggest UP
Nov. 1, 2016 AC +6.41%
Avg (+ or -) 6.74%
Bias 0.79%, positive bias on earnings.
With stock at 61.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 55.48 to 66.52
Based on AVERAGE one-day move over last 12 quarters: 56.89 to 65.11
Based on MAXIMUM one-day move over last 12 Q’s (14.1%): 52.43 to 69.57
Based on UP max only (+14.0%): 69.55
Open to requests for other symbols.
#Earnings $ROKU reports tonight. Below are details on earnings one-day moves over its entire history (8 quarters).
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 -) 24.02%
Bias 13.59%, strong positive bias on earnings.
With stock at 143.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 122.94 to 163.06
Based on AVERAGE one-day move over last 8 quarters: 108.65 to 177.35
Based on MAXIMUM one-day move over last 8 Q’s (54.9%): 64.45 to 221.55
Based on DOWN max only (-22.3%): 119.30
Open to requests for other symbols.
#earnings QCOM
Sold Dec. 20, 72.50/95 strangle for 1.22.
#Earnings $BIDU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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% Biggest UP
April 27, 2017 AC -4.06%
Feb. 23, 2017 AC -5.12%
Oct. 27, 2016 AC +2.56%
Avg (+ or -) 6.19%
Bias -1.18%, negative bias on earnings.
With stock at 109.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 100.94 to 117.06
Based on AVERAGE one-day move over last 12 quarters: 102.25 to 115.75
Based on MAXIMUM one-day move over last 12 Q’s (16.5%): 91.00 to 127.00
Based on UP max only (+9.5%): 119.30
Open to requests for other symbols.
#Earnings . Following @mortlightman here, although I would still like to know, Mort, why you only went with the downside. Also, what is exit plan….. do you want for price to go near your center strike or just get out quickly?
Bought $HUM Nov 8th 280/282.5/285 put butterflys for .15
Bought $HUM Nov 8th 305/307.5/310 call butterflys for .17
#Earnings Bought to close $UBER Nov 8th 27.5 puts for .75. #ShortStrangles sold yesterday for 1.86. I’ll let the 33.5 calls expire.
#earnings IONS
Sold Dec. 45/65 strangle for 1.40.
Bought some insurance, Nov. 22 45/65 straddle for .44
#Earnings $CRPI reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
**CPRI was formerly $KORS. The most recent 3 quarters (at top) are CPRI, the remainder are KORS.
Aug. 7, 2019 BO +3.07%
May 29, 2019 BO -9.84%
Feb. 6, 2019 BO +11.29%
—————————
Nov. 7, 2018 BO -14.62% Biggest DOWN
Aug. 8, 2018 BO +6.72%
May 30, 2018 BO -11.44%
Feb. 7, 2018 BO +1.02%
Nov. 6, 2017 BO +14.69%
Aug. 8, 2017 BO +21.54% Biggest UP
May 31, 2017 BO -8.51%
Feb. 7, 2017 BO -10.80%
Nov. 10, 2016 AC -3.97%
Avg (+ or -) 9.79%
Bias -0.07%, no sign bias on earnings.
With stock at 34.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.13 to 37.87
Based on AVERAGE one-day move over last 12 quarters: 30.67 to 37.33
Based on MAXIMUM one-day move over last 12 Q’s (21.5%): 26.68 to 41.32
Based on DOWN max only (-14.6%): 29.03
Open to requests for other symbols.
#ShortPuts #Earnings – No sense holding this for the rest of the week…
Bought to Close REGN NOV 08 2019 305.0 Put @ .30 (sold for 4.90)
#Earnings $HUM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
July 31, 2019 BO +4.29%
May 1, 2019 BO -3.62%
Feb. 6, 2019 BO -0.54%
Nov. 7, 2018 BO +6.68% Biggest UP
Aug. 1, 2018 BO +1.26%
May 2, 2018 BO -2.54%
Feb. 7, 2018 BO -1.56%
Nov. 8, 2017 BO -5.00% Biggest DOWN
Aug. 2, 2017 BO +4.47%
May 3, 2017 BO -0.70%
Feb. 8, 2017 BO +2.25%
Nov. 4, 2016 BO +1.27%
Avg (+ or -) 2.85%
Bias 0.52%, positive bias on earnings.
With stock at 297.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 285.04 to 309.96
Based on AVERAGE one-day move over last 12 quarters: 289.03 to 305.97
Based on MAXIMUM one-day move over last 12 Q’s (6.7%): 277.63 to 317.37
Based on DOWN max only (-5.0%): 282.63
Open to requests for other symbols.
#Earnings $UBER reports tonight. Below are details on earnings one-day moves over its entire history.
Option premium and IV is high… expected move is much higher than its previous maximum move.
Aug. 8, 2019 AC -6.79%
May 30, 2019 AC +1.53%
Avg (+ or -) 4.16%
Bias -2.63%, negative bias on earnings.
With stock at 30.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 26.21 to 34.79
Based on AVERAGE one-day move over last 2 quarters: 29.23 to 31.77
Based on MAXIMUM one-day move over last 2 Q’s (6.8%): 28.43 to 35.27
Based on UP max only (+1.5%): 30.97
Open to requests for other symbols.
#Earnings $REGN reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 6, 2019 BO +0.23%
May 7, 2019 BO -6.34% Biggest DOWN
Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Feb. 9, 2017 BO +1.91%
Nov. 4, 2016 BO +1.60%
Avg (+ or -) 3.12%
Bias 0.35%, slight positive bias on earnings.
With stock at 312.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 296.19 to 328.81
Based on AVERAGE one-day move over last 12 quarters: 302.74 to 322.26
Based on MAXIMUM one-day move over last 12 Q’s (7.0%): 290.66 to 334.34
Based on DOWN max only (-6.3%): 292.69
Open to requests for other symbols.
#CoveredCalls #Earnings – Earnings in the morning and holding a 305 strike covered call. Turning it into a covered strangle now by selling the corresponding put.
Sold REGN NOV 08 2019 305.0 Put @ 4.90
#CoveredCalls #Earnings – trickling up some ITM covered calls and one expiration….
AAPL: Earnings trade worked.
Expiring: Sold AAPL NOV 01 2019 245.0/240.0 Bull Put Spread @ 2.30
REGN: Rolling into earnings week and keeping a little downside protection.
Rolled REGN NOV 01 2019 302.5 Call to NOV 08 2019 305.0 Call @ 3.50 credit (14.80 total now)
SHOP: Easing it up a little.
Rolled SHOP NOV 01 2019 292.5 Call to NOV 15 2019 295.0 Call @ 1.00 credit (25.05 total now)
SQ: Rolling into earnings and staying at the money with nice credit.
Rolled SQ NOV 1 2019 61.0 Calls to NOV 8 2019 63.0 Calls @ 1.15 credit (3.95 total now)
#earnings ANET BABA
ANET Sold Dec. 20, 190/200/290/300 iron comdor for 1.88, outside the max 1 day moves.
BABA Sold Dec. 20 160/195 strangle for 3.74.
Thanks for the data Jeff
#Earnings $X reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 1, 2019 AC -8.60%
May 3, 2019 BO +17.30% Biggest UP
Jan. 30, 2019 AC +1.44%
Nov. 1, 2018 AC +2.94%
Aug. 1, 2018 AC -10.27%
April 26, 2018 AC -14.13%
Jan. 31, 2018 AC -2.11%
Oct. 31, 2017 AC +7.81%
July 25, 2017 AC +7.20%
April 25, 2017 AC -26.77% Biggest DOWN
Jan. 31, 2017 AC -4.21%
Nov. 1, 2016 AC -4.75%
Avg (+ or -) 8.96%
Bias -2.85%, negative bias on earnings.
With stock at 11.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 10.60 to 12.40
Based on AVERAGE one-day move over last 12 quarters: 10.47 to 12.53
Based on MAXIMUM one-day move over last 12 Q’s (-26.8%): 8.42 to 14.58
Based on UP max only (+17.3%): 13.49
Open to requests for other symbols.
#Earnings $BABA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
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%
May 18, 2017 BO +0.45%
Jan. 24, 2017 BO +3.06%
Nov. 2, 2016 BO -2.60%
Avg (+ or -) 2.96%
Bias 0.50%, positive bias on earnings.
With stock at 176.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 169.14 to 182.86
Based on AVERAGE one-day move over last 12 quarters: 170.80 to 181.20
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 164.86 to 187.14
Based on DOWN max only (-5.9%): 165.62
Open to requests for other symbols.
#Earnings . Sold to close $FB Nov01/Nov08 187.5 #DoubleCalendar for 2.10. Bought yesterday for 1.00.
AAPL bought 210/270 strangle for 1.77, sold yesterday for 2.90
FB bought #ironcondor for 2.28, sold yesterday for 3.00
FB sold double calendar for 1.68, bought yesterday for 1.00 Thanks Jeff
#Earnings $ANET reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 1, 2019 AC -10.32%
May 2, 2019 AC -10.43%
Feb. 14, 2019 AC +9.62%
Nov. 1, 2018 AC +6.97%
Aug. 2, 2018 AC -5.26%
May 3, 2018 AC -8.51%
Feb. 15, 2018 AC -18.98% Biggest DOWN
Nov. 2, 2017 AC +11.21%
Aug. 3, 2017 AC +19.43% Biggest UP
May 4, 2017 AC +3.22%
Feb. 16, 2017 AC +18.85%
Nov. 3, 2016 AC +1.49%
Avg (+ or -) 10.36%
Bias 1.44%, positive bias on earnings.
With stock at 246.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 227.65 to 265.35
Based on AVERAGE one-day move over last 12 quarters: 220.97 to 272.03
Based on MAXIMUM one-day move over last 12 Q’s (19.4%): 198.61 to 294.39
Based on DOWN max only (-19.0%): 199.71
Open to requests for other symbols.
#BullPutSpreads #Earnings – Since the market is never going down again I’m going slightly bullish in AAPL earnings. Selling a slightly in the money put spread. If it tanks still getting in at a good basis…
Sold AAPL NOV 01 2019 245.0/240.0 Bull Put Spread @ 2.30
#Earnings Sold to close $EA Nov01/Nov08 90.5 #DoubleCalendars for 1.19 & 1.20. Bought yesterday for .49 and .50.
#earnings AAPL FB
AAPL Sold Dec. 20, 210/270 strangle for 2.90
FB Sold Dec. 20 160/170/205/215 for 3.00 #tastytradefollow
Thank you for the data Jeff
Options Bistro 