Jeff 8:02 am on Monday, July 29, 2019
Tags: Earnings

ILMN earnings analysis

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

April 25, 2019 AC -1.61%
Jan. 29, 2019 AC -4.44%
Oct. 23, 2018 AC -7.74% Biggest DOWN
July 30, 2018 AC +12.14%
April 24, 2018 AC -3.06%
Jan. 30, 2018 AC -3.54%
Oct. 24, 2017 AC -2.83%
Aug. 1, 2017 AC +14.82% Biggest UP
April 25, 2017 AC +1.69%
Jan. 31, 2017 AC +0.92%
Nov. 1, 2016 AC -2.75%
July 26, 2016 AC +8.09%

Avg (+ or -) 5.30%
Bias 0.97%, positive bias on earnings.

With stock at 302.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 286.76 to 317.24
Based on AVERAGE one-day move over last 12 quarters: 285.99 to 318.01
Based on MAXIMUM one-day move over last 12 Q’s (14.8%): 257.24 to 346.76
Based on DOWN max only (-7.7%): 278.63

Open to requests for other symbols.

Jeff 7:37 am on Monday, July 29, 2019
Tags: Earnings

BYND earnings

#Earnings First quarter earnings were reported on June 6th, resulting in a +39.3% one-day move. That move tonight would create a range of 133.54 to 306.46, based on current price of 220.00.
Expected move into Friday on TOS is about 42.20, (although that could change through out the course of the day).
At current price of 220, that would mean a range from 177.80 to 262.20.

The options market looks to be expecting a decent pullback eventually… for January options, the 180 put and 180 call are about the same price.

Jeff 10:53 am on Friday, July 26, 2019
Tags: Earnings, Rolling ( 449 )

SWK roll

#Earnings #Rolling My earnings condor is a bust, with the 148/150 call side set to expire ITM, which will be a 2.00 debit, against the .80- credit for selling it on Tuesday. So I’m trying a one-week move to breakeven.

Sold $SWK Aug 2 148/150-152.5/155 condors for 1.30. If we can hold tight enough to expire I should come out flat after accounting for commissions.

Jeff 6:40 am on Friday, July 26, 2019
Tags: DoubleCalendar ( 209 ), Earnings

SBUX closed

#Earnings Sold to close $SBUX Jul26/Aug02 90p/91c #DoubleCalendar for .26. Bought yesterday for .38. Move was too high so I got out early while puts still have value. I don’t have any hope for a big drop today.

Jeff 8:16 am on Thursday, July 25, 2019
Tags: DoubleCalendar ( 209 ), Earnings

FFIV & EW closed

#Earnings Sold to close $FFIV Jul26/Aug02 147p/148c #DoubleCalendar for 1.61-1.55
Bought yesterday for .88

Sold to close $EW Jul26/Aug02 192.5 call calendar for .10. #DoubleCalendar bought for 1.30 on Tuesday. Move was too large and assignment of short shares was likely to happen tonight.

Jeff 7:44 am on Thursday, July 25, 2019
Tags: DoubleCalendar ( 209 ), Earnings

SBUX earnings trade & analysis

#Earnings Bought to Open $SBUX Jul26/Aug02 90p/91c #DoubleCalendar for .38.

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

April 25, 2019 AC +0.44%
Jan. 24, 2019 AC +3.62%
Nov. 1, 2018 AC +9.70% Biggest UP
July 26, 2018 AC +1.36%
April 26, 2018 AC -1.71%
Jan. 25, 2018 AC -4.22%
Nov. 2, 2017 AC +2.11%
July 27, 2017 AC -9.24% Biggest DOWN
April 27, 2017 AC -2.02%
Jan. 26, 2017 AC -4.00%
Nov. 3, 2016 AC +1.89%
July 21, 2016 AC +0.52%

Avg (+ or -) 3.40%
Bias -0.13%, no significant bias on earnings.

With stock at 90.80 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 86.35 to 95.25
Based on AVERAGE one-day move over last 12 quarters: 87.71 to 93.89
Based on MAXIMUM one-day move over last 12 Q’s (9.7%): 81.99 to 99.61
Based on DOWN max only (-9.2%): 82.41

Open to requests for other symbols.

Jeff 7:13 am on Thursday, July 25, 2019
Tags: Earnings

GOOGL earnings analysis

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

April 29, 2019 AC -7.50% Biggest DOWN
Feb. 4, 2019 AC +0.91%
Oct. 25, 2018 AC -1.79%
July 23, 2018 AC +3.89%
April 23, 2018 AC -4.76%
Feb. 1, 2018 AC -5.28%
Oct. 26, 2017 AC +4.26% Biggest UP
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Jan. 26, 2017 AC -1.39%
Oct. 27, 2016 AC +0.27%
July 28, 2016 AC +3.32%

Avg (+ or -) 3.33%
Bias -0.61%, slight negative bias on earnings.

With stock at 1135.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1085.58 to 1184.42
Based on AVERAGE one-day move over last 12 quarters: 1097.16 to 1172.84
Based on MAXIMUM one-day move over last 12 Q’s (7.5%): 1049.88 to 1220.13
Based on UP max only (+4.3%): 1183.35

Open to requests for other symbols.

fuzzballl 7:03 am on Thursday, July 25, 2019
Tags: Earnings, JadeLizard ( 130 )

XLNX Earnings

#Earnings #JadeLizard – Big bounce right out of the gate so booking it in case the call spread gets in trouble.

Bought to Close XLNX JUL 26 2019 121/129/132 Jade Lizards @ 1.39 (sold for 3.03)

Jeff 6:57 am on Thursday, July 25, 2019
Tags: Earnings

AMZN earnings analysis

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

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%
April 27, 2017 AC +0.71%
Feb. 2, 2017 AC -3.54%
Oct. 27, 2016 AC -5.13%
July 28, 2016 AC +0.82%

Avg (+ or -) 4.05%
Bias -0.01%, no bias on earnings.

With stock at 1990.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1916.77 to 2063.23
Based on AVERAGE one-day move over last 12 quarters: 1909.41 to 2070.60
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1727.12 to 2252.88
Based on DOWN max only (-7.8%): 1834.58

Open to requests for other symbols.

Jeff 6:46 am on Thursday, July 25, 2019
Tags: Earnings, LongStraddle ( 59 )

SNAP closed

#Earnings Closed final $SNAP calls for 3.25. #LongStraddle bought for 2.06 on Tuesday.

Jeff 6:36 am on Thursday, July 25, 2019
Tags: DoubleCalendar ( 209 ), DoubleCalendars ( 8 ), Earnings

EFX closed

#Earnings Sold to close $EFX Jul26/Aug02 140 #DoubleCalendar for .70-.74. Could have gotten more now that it has dropped sharply. Bought yesterday for .55.

#doublecalendars

fuzzballl 11:14 am on Wednesday, July 24, 2019
Tags: Earnings, JadeLizards ( 129 )

XLNX Earnings

#Earnings #JadeLizards – Everything seems so overbought I’m having trouble finding anything for tomorrow. XLNX is one of the cheaper ones though with pretty good premium. Playing it like all the others…to the downside with no upside risk.

Sold XLNX JUL 26 2019 121/129/132 Jade Lizards @ 3.03

This would get the stock below the 100ma and just above the 50ma and require a move down of 30 percent more than expected.

EDIT…not very much but still a 1.25% divvy yield at 118. Could probably easily triple that with covered call sales.

Jeff 9:27 am on Wednesday, July 24, 2019
Tags: DoubleCalendar ( 209 ), Earnings

EFX analysis and trade

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

May 10, 2019 BO +0.30%
Feb. 20, 2019 AC +2.18%
Oct. 24, 2018 AC -14.77% Biggest DOWN
July 25, 2018 AC -3.48%
April 25, 2018 AC -3.22%
March 1, 2018 AC +5.14% Biggest UP
Nov. 9, 2017 AC -0.19%
July 26, 2017 AC -2.41%
April 26, 2017 AC -1.83%
Feb. 8, 2017 AC +5.03%
Oct. 26, 2016 AC -4.30%
July 27, 2016 AC -1.39%

Avg (+ or -) 3.69%
Bias -1.58%%, negative bias on earnings.

With stock at 140.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 134.14 to 146.86
Based on AVERAGE one-day move over last 12 quarters: 135.32 to 145.68
Based on MAXIMUM one-day move over last 12 Q’s (14.8%): 119.75 to 161.25
Based on UP Max only (+5.1%): 147.72

Open to requests for other symbols.

#doublecalendar

Jeff 8:43 am on Wednesday, July 24, 2019
Tags: BrokenWingButterfly ( 30 ), Earnings

NOW earnings analysis and trade

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

NOW has only moved UP on the last 13 earnings reports. Last time it had a down move was 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% Smallest UP
April 26, 2017 AC +3.75%
Jan. 25, 2017 AC +3.61%
Oct. 26, 2016 AC +7.68%
July 27, 2016 AC +4.65%

Avg (+ or -) 4.64%
Bias +4.64%, positive bias on earnings.

With stock at 292.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 273.15 to 310.85
Based on AVERAGE one-day move over last 12 quarters: 278.46 to 305.54
Based on MAXIMUM one-day move over last 12 Q’s (13.4%): 252.84 to 331.16
Based on smallest UP only (+0.7%): 294.16

Open to requests for other symbols.

#brokenwingbutterfly

Jeff 8:12 am on Wednesday, July 24, 2019
Tags: DoubleCalendar ( 209 ), Earnings

FFIV dub cal

#Earnings Bought $FFIX Jul26/Aug02 147p/148c #DoubleCalendar for .82-.85. Not all filled yet.

Jeff 7:50 am on Wednesday, July 24, 2019
Tags: Earnings

FFIV earnings analysis

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

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%
April 26, 2017 AC -7.50%
Jan. 25, 2017 AC -8.25% Biggest DOWN
Oct. 26, 2016 AC +9.57% Biggest UP
July 20, 2016 AC +0.32%

Avg (+ or -) 4.43%
Bias -0.78%, small negative bias on earnings.

With stock at 147.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 140.38 to 154.62
Based on AVERAGE one-day move over last 12 quarters: 140.96 to 154.04
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 133.38 to 161.62
Based on DOWN Max only (-8.3%): 135.33

Open to requests for other symbols.

Jeff 7:45 am on Wednesday, July 24, 2019
Tags: Earnings

FB earnings analysis

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

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%
May 3, 2017 AC -0.62%
Feb. 1, 2017 AC -1.79%
Nov. 2, 2016 AC -5.63%
July 27, 2016 AC +1.34%

Avg (+ or -) 5.51%
Bias 0.67%, small positive bias on earnings.

With stock at 200.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 187.08 to 212.92
Based on AVERAGE one-day move over last 12 quarters: 188.98 to 211.02
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 162.08 to 237.92
Based on UP Max only (+10.8%): 221.62

Open to requests for other symbols.

fuzzballl 7:02 am on Wednesday, July 24, 2019
Tags: Earnings

T Earnings

#Earnings – I wanted the stock but I’ll take the winner…

Bought to Close T JUL 26 2019 31.5 Puts @ .02 (sold for .59)

fuzzballl 6:59 am on Wednesday, July 24, 2019
Tags: Earnings, JadeLizards ( 129 )

CMG Earnings

#JadeLizards #Earnings – Gave it a shot. Made a few bucks. See ya next quarter. I will not be spending the 10 dollars on burritos!

Bought to Close CMG JUL 26 2019 600/660/720/725 modified Jade Lizard @ 4.81 (sold for 4.91)

Jeff 6:42 am on Wednesday, July 24, 2019
Tags: Earnings, LongStraddle ( 59 )

Closing SNAP

#Earnings Sold the first $SNAP long July 126th 14.5 calls for 2.25 and 2.50. #LongStraddle bought yesterday for 2.06.

fuzzballl 12:02 pm on Tuesday, July 23, 2019
Tags: Earnings, JadeLizard ( 130 ), JadeLizards ( 129 )

CMG Earnings

#JadeLizards #Earnings – Playing this the same way I played ULTA using the modified #JadeLizard (unbalanced skewed iron condor?) with some downside protection and little to no upside risk.

Sold 1 CMG JUL 26 2019 600/660/720/725 @ 4.91

Playing this to the downside with only 9 cents of upside risk. What do I need? Needing a decent down move below 720 while staying above 660. Spent a little extra for a 600 strike disaster put since you just never know. The expected move (45 points) to the downside would be perfect!

Jeff 9:44 am on Tuesday, July 23, 2019
Tags: DoubleCalendar ( 209 ), Earnings

E-dub dub cal

#Earnings Bought to Open $EW Jul26/Aug02 192.5 #DoubleCalendar for 1.25-1.32. Fills have been erratic but I got ‘er done.

Jeff 8:54 am on Tuesday, July 23, 2019
Tags: Earnings, LongStraddle ( 59 )

SNAP earnings analysis

#Earnings $SNAP reports tonight. Below are details on earnings one-day moves over the last 9 quarters, representing its entire history.

April 23, 2019 AC -6.08%
Feb. 5, 2019 AC +22.01%
Oct. 25, 2018 AC -10.15%
Aug. 7, 2018 AC -6.78%
May 1, 2018 AC -21.93% Biggest DOWN
Feb. 6, 2018 AC +47.58% Biggest UP
Nov. 7, 2017 AC -14.61%
Aug. 10, 2017 AC -14.08%
May 10, 2017 AC -21.45%

Avg (+ or -) 18.30%
Bias -2.83%, negative bias on earnings.

With stock at 14.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 12.36 to 16.64
Based on AVERAGE one-day move over last 9 quarters: 11.85 to 17.15
Based on MAXIMUM one-day move over last 9 Q’s (47.6%): 7.60 to 21.40
Based on DOWN Max only (-21.9%): 11.32

Open to requests for other symbols.

#longstraddle

Jeff 8:46 am on Tuesday, July 23, 2019
Tags: Earnings

VFC earnings analysis

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

May 22, 2019 BO -7.64%
Jan. 18, 2019 BO +12.39% Biggest UP
Oct. 19, 2018 BO -10.71%
July 20, 2018 BO +4.14%
May 4, 2018 BO -2.79%
Feb. 16, 2018 BO -11.07% Biggest DOWN
Oct. 23, 2017 BO +5.37%
July 24, 2017 BO +0.39%
April 28, 2017 BO -5.56%
Feb. 17, 2017 BO +4.58%
Oct. 24, 2016 BO -2.92%
July 22, 2016 BO -1.26%

Avg (+ or -) 5.74%
Bias -1.26%, negative bias on earnings.

With stock at 87.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 82.18 to 91.82
Based on AVERAGE one-day move over last 12 quarters: 82.01 to 91.99
Based on MAXIMUM one-day move over last 12 Q’s (12.4%): 76.22 to 97.78
Based on DOWN Max only (-11.1%): 77.37

Open to requests for other symbols.

Jeff 8:43 am on Tuesday, July 23, 2019
Tags: DoubleCalendar ( 209 ), Earnings

EW earnings analysis

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

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%
July 26, 2017 AC +0.64%
April 25, 2017 AC +10.49% Biggest UP
Feb. 1, 2017 AC -8.45%
Oct. 25, 2016 AC -17.09% Biggest DOWN
July 26, 2016 AC +5.62%

Avg (+ or -) 6.34%
Bias -2.92%, negative bias on earnings.

With stock at 193.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 183.35 to 202.65
Based on AVERAGE one-day move over last 12 quarters: 180.76 to 205.24
Based on MAXIMUM one-day move over last 12 Q’s (17.1%): 160.02 to 225.98
Based on UP Max only (+10.5%): 213.25

Open to requests for other symbols.

#doublecalendar

Jeff 8:34 am on Tuesday, July 23, 2019
Tags: Earnings

CMG earnings analysis

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

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%
April 25, 2017 AC +2.38%
Feb. 2, 2017 AC -4.54%
Oct. 25, 2016 AC -9.28%
July 21, 2016 AC +5.83%

Avg (+ or -) 8.24%
Bias 0.62%, tiny positive bias on earnings.

With stock at 732.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 684.53 to 779.47
Based on AVERAGE one-day move over last 12 quarters: 671.71 to 792.29
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 553.10 to 910.90
Based on DOWN Max only (-14.6%): 625.27

Open to requests for other symbols.

fuzzballl 7:43 am on Tuesday, July 23, 2019
Tags: Earnings, ShortPuts ( 4,764 )

T Earnings

#ShortPuts #Earnings – Finally a little selloff and earnings tomorrow so jumping back in…

Sold T JUL 26 2019 31.5 Puts @ .59

Jeff 8:59 am on Monday, July 22, 2019
Tags: Earnings

SWK earnings analysis and trade

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

April 24, 2019 BO -1.00%
Jan. 22, 2019 BO -15.48% Biggest DOWN
Oct. 25, 2018 BO +1.57%
July 20, 2018 BO +3.27%
April 20, 2018 BO -6.70%
Jan. 24, 2018 BO -1.89%
Oct. 24, 2017 BO +4.77% Biggest UP
July 24, 2017 BO -2.10%
April 21, 2017 BO +3.65%
Jan. 26, 2017 BO -0.15%
Oct. 27, 2016 BO -1.49%
July 22, 2016 BO +4.80%

Avg (+ or -) 3.91%
Bias -0.90%, negative bias on earnings.

With stock at 142.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 134.94 to 149.06
Based on AVERAGE one-day move over last 12 quarters: 136.45 to 147.55
Based on MAXIMUM one-day move over last 12 Q’s (15.5%): 120.02 to 163.98
Based on UP Max only (+4.8%): 148.82

Open to requests for other symbols.

Jeff 8:29 am on Monday, July 22, 2019
Tags: Earnings

WHR earnings analysis

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

April 22, 2019 AC +0.40%
Jan. 28, 2019 AC +9.66% Biggest UP
Oct. 24, 2018 AC +6.78%
July 23, 2018 AC -14.52% Biggest DOWN
April 23, 2018 AC +3.75%
Jan. 24, 2018 AC +2.30%
Oct. 23, 2017 AC -10.54%
July 26, 2017 AC -6.28%
April 25, 2017 BO +3.51%
Jan. 26, 2017 BO -8.54%
Oct. 25, 2016 BO -10.77%
July 22, 2016 BO +2.67%

Avg (+ or -) 6.64%
Bias -1.80%, negative bias on earnings.

With stock at 148.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 139.70 to 157.30
Based on AVERAGE one-day move over last 12 quarters: 138.63 to 158.37
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 126.94 to 170.06
Based on UP Max only (+9.7%): 162.85

Open to requests for other symbols.

Jeff 12:59 pm on Friday, July 19, 2019
Tags: Earnings

SKX out

#Earnings Never got another rally so out on the rest for small loss, 4.10.

Jeff 11:11 am on Friday, July 19, 2019
Tags: Earnings

HAL earnings analysis

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

April 22, 2019 BO -0.12%
Jan. 22, 2019 BO -3.06%
Oct. 22, 2018 BO -3.03%
July 23, 2018 BO -8.09% Biggest DOWN
April 23, 2018 BO +0.17%
Jan. 22, 2018 BO +6.39% Biggest UP
Oct. 23, 2017 BO -2.51%
July 24, 2017 BO -4.21%
April 24, 2017 BO -0.65%
Jan. 23, 2017 BO -2.92%
Oct. 19, 2016 BO +4.24%
July 20, 2016 BO -1.57%

Avg (+ or -) 3.08%
Bias -1.28%, negative bias on earnings.

With stock at 21.75 the data suggests these ranges:
Based on current IV (expected move into NEXT Friday per TOS): 20.58 to 22.92
Based on AVERAGE one-day move over last 12 quarters: 21.08 to 22.42
Based on MAXIMUM on-day move over last 12 Q’s (8.1%): 19.99 to 23.51
Based on UP Max only (+6.4%): 23.14

Open to requests for other symbols.

fuzzballl 10:46 am on Friday, July 19, 2019
Tags: Earnings, JadeLizards ( 129 )

ISRG

#JadeLizards – I’m really liking these Lizards. Safer than playing the typical tastytrade strangles. Seems like I always used to get in trouble to the upside so this eliminates that risk while still bringing in nice premium. Just have to make sure you can take the stock or roll the short put if needed.

Trying another one that’s not an #Earnings play. Put is below nice support below the 200, 100, and 50 day moving averages and outside the expected move.

Sold ISRG AUG 16 2019 500.0/535.0/540.0 Jade Lizard @ 5.93

Jeff 6:51 am on Friday, July 19, 2019
Tags: Earnings, LongStrangles ( 6 )

Earnings closing

#Earnings Sold to close first $SKX July 19th 35 long calls for 4.80 and 5.20. #LongStrangles bought yesterday for 4.38.

Sold more $CSX stock for 72.30. Cost basis 71.34.

fuzzballl 6:45 am on Friday, July 19, 2019
Tags: Earnings, JadeLizards ( 129 )

ISRG SKX Earnings

#Earnings #JadeLizards – Nothing goes down anymore but still worked out ok. A small gain on SKX and decent gain on ISRG thanks to legging in even though I had to chase it to get out.

Bought to Close SKX JUL 19 2019 31.0/35.0/36.0 Jade Lizards @ .98 (sold for 1.20)

Bought to Close ISRG JUL 19 2019 505.0/530.0/540.0 Jade Lizard @ 6.14 (sold for 10.25)

Jeff 1:13 pm on Thursday, July 18, 2019
Tags: Assignment ( 174 ), Earnings

CSX some stock sold

#Earnings #Assignment Sold some of my CSX stock at 71.50. That amounts to a .16 profit on a losing trade. Will hold the rest for further recovery.

fuzzballl 11:52 am on Thursday, July 18, 2019
Tags: Earnings

ISRG Earnings

#Earnings – Wow. Should’ve just skipped the call side of the lizard and closed the short put prior to earnings. Got some downside room now…LOL Somebody leak some info already?

fuzzballl 11:25 am on Thursday, July 18, 2019
Tags: Earnings, JadeLizards ( 129 )

SKX Earnings

#Earnings #JadeLizards – Playing this slightly to the downside with breakeven below the 50ma and just above the 200ma and slightly outside the expected move. No upside risk if it does breakout higher…

Sold SKX JUL 19 2019 31.0/35.0/36.0 Jade Lizards @ 1.20

Jeff 11:21 am on Thursday, July 18, 2019
Tags: DoubleCalendar ( 209 ), Earnings

HON closed, for real

#Earnings Sold to Close $HON Jul19/Jul26 172.5 #DoubleCalendar for 1.38. Bought yesterday for .67.

Jeff 10:42 am on Thursday, July 18, 2019
Tags: Earnings, LongStrangles ( 6 )

SKX strangle

#Earnings Bought to Open $SKX July 19th 34.5/35 #LongStrangles for 4.38.

From current price at 34.75, I need a 13.6% move. Avg move on earnings has been 16.5%.

Jeff 7:45 am on Thursday, July 18, 2019
Tags: Earnings

SKX earnings analysis

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

April 18, 2019 BO -10.43%
Feb. 7, 2019 AC +15.19%
Oct. 18, 2018 AC +13.78%
July 19, 2018 AC -20.99%
April 19, 2018 AC -27.04% Biggest DOWN
Feb. 8, 2018 AC +7.54%
Oct. 19, 2017 AC +41.44% Biggest UP
July 20, 2017 AC +0.67%
April 20, 2017 AC -2.56%
Feb. 9, 2017 AC +19.32%
Oct. 20, 2016 AC -17.26%
July 21, 2016 AC -22.34%

Avg (+ or -) 16.55%
Bias -0.22%, no significant directional bias on earnings, just a big-move bias.

With stock at 34.35 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.07 to 38.63
Based on AVERAGE move over last 12 quarters: 28.67 to 40.03
Based on MAXIMUM move over last 12 Q’s (41.4%): 20.12 to 48.58
Based on DOWN Max only (-27.0%): 25.06

Open to requests for other symbols.

fuzzballl 7:36 am on Thursday, July 18, 2019
Tags: Earnings

SWKS

#Earnings – Careful with this one. I show earnings confirmed for Aug 7th. Not tonight…

Jeff 6:54 am on Thursday, July 18, 2019
Tags: DoubleCalendar ( 209 ), Earnings

HON mostly closed – NOT

#Earnings Sold to close $HON Jul19/Jul26 172.5 #DoubleCalendar for 1.65. Bought yesterday for .67.

Filled on most of my order. Still a few out there but should fill when price meanders back toward my strike.

Jeff 6:52 am on Thursday, July 18, 2019
Tags: Earnings

MSFT earnings analysis

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

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%
April 27, 2017 AC +0.27%
Jan. 26, 2017 AC +2.34%
Oct. 20, 2016 AC +4.20%
July 19, 2016 AC +5.31%

Avg (+ or -) 2.86%
Bias 2.33%, strong positive bias on earnings.

With stock at 136.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.13 to 140.87
Based on AVERAGE move over last 12 quarters: 132.11 to 139.89
Based on MAXIMUM move over last 12 Q’s (6.4%): 127.28 to 144.72
Based on DOWN Max only (-1.8%): 133.51

Open to requests for other symbols.

Lesserweavil 6:33 am on Thursday, July 18, 2019
Tags: BUPS ( 400 ), Earnings

IBM

BTC $IBM 125/135 Jul 19 #BuPS @0.15. Was STO 6/24 @1.58. #earnings

Jeff 8:27 am on Wednesday, July 17, 2019
Tags: DoubleCalendar ( 209 ), Earnings

HON earnings analysis & trade

#Earnings Bought $HON Jul19/Jul26 172.5 #DoubleCalendar for .67.

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

April 18, 2019 BO +3.78% Biggest UP
Feb. 1, 2019 BO +0.75%
Oct. 19, 2018 BO -1.10%
July 20, 2018 BO +3.78%
April 20, 2018 BO +1.64%
Jan. 26, 2018 BO +1.94%
Oct. 20, 2017 BO +1.20%
July 21, 2017 BO +1.03%
April 21, 2017 BO +2.67%
Jan. 27, 2017 BO +0.38%
Oct. 21, 2016 BO +0.75%
July 22, 2016 BO -2.57% Biggest DOWN

Avg (+ or -) 1.80%
Bias 1.19%, positive bias on earnings.

With stock at 172.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 166.66 to 178.34
Based on AVERAGE move over last 12 quarters: 169.40 to 175.60
Based on MAXIMUM move over last 12 Q’s (3.8%): 165.98 to 179.02
Based on DOWN Max only (-2.6%): 168.07

Open to requests for other symbols.

Jeff 7:03 am on Wednesday, July 17, 2019
Tags: Earnings

NFLX earnings analysis

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

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%
April 17, 2017 AC -2.64%
Jan. 18, 2017 AC +3.86%
Oct. 17, 2016 AC +19.02% Biggest UP
July 18, 2016 AC -13.12% Biggest DOWN

Avg (+ or -) 7.39%
Bias 2.75%, positive bias on earnings.

With stock at 365.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 338.73 to 392.27
Based on AVERAGE move over last 12 quarters: 338.48 to 392.52
Based on MAXIMUM move over last 12 Q’s (19.0%): 295.98 to 435.02
Based on DOWN Max only (-13.1%): 317.55

Open to requests for other symbols.

fuzzballl 6:56 am on Wednesday, July 17, 2019
Tags: Earnings, JadeLizards ( 129 )

ISRG Earnings (high risk)

#Earnings #JadeLizards – Legging into the Lizard on the bounce…

Sold ISRG JUL 19 2019 530.0/540.0 Bear Call Spread @ 3.55

Position is now Friday’s 505.0/530.0/540.0 Jade Lizard @ 10.25

No upside risk and downside breakeven is 10 dollars below the 50ma and 5 dollars outside the expected move…but…could go anywhere. Earnings after the close tomorrow.

Jeff 11:36 am on Tuesday, July 16, 2019
Tags: DoubleCalendar ( 209 ), Earnings

CSX earnings analysis & trade

#Earnings Bought $CSX Jul19/Jul26 79.5 #DoubleCalendar for .33 and .34.

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

April 16, 2019 AC +4.01%
Jan. 16, 2019 AC -0.44%
Oct. 16, 2018 AC -2.06%
July 17, 2018 AC +7.07%
April 17, 2018 AC +7.84% Biggest UP
Jan. 16, 2018 AC -0.75%
Oct. 17, 2017 BO +2.63%
July 18, 2017 AC -5.06% Biggest DOWN
April 19, 2017 AC +5.60%
Jan. 17, 2017 AC -3.17%
Oct. 12, 2016 AC +3.11%
July 13, 2016 AC +2.97%

Avg (+ or -) 3.73%
Bias 1.81%, positive bias on earnings.

With stock at 79.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.63 to 82.37
Based on AVERAGE move over last 12 quarters: 76.54 to 82.46
Based on MAXIMUM move over last 12 Q’s (7.8%): 73.27 to 85.73
Based on DOWN Max only (-5.1%): 75.48

Open to requests for other symbols.

fuzzballl 11:24 am on Tuesday, July 16, 2019
Tags: Earnings, JadeLizard ( 130 )

ISRG Earnings (high risk)

#Earnings – Normally don’t enter these until the day of earnings but taking a shot with today’s pullback. Might leg into a #JadeLizard on a bounce. Selling the put side down at the 50ma. Hasn’t been a whole lot to do last week or so. Just letting some earlier sales wind down.

Sold ISRG JUL 19 2019 505.0 Put @ 6.70

Jeff 7:06 am on Tuesday, July 16, 2019
Tags: BUPS ( 400 ), Earnings

UAL earnings analysis

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

April 16, 2019 AC +4.77%
Jan. 15, 2019 AC +6.35%
Oct. 16, 2018 AC +5.95%
July 17, 2018 AC +8.78% Biggest UP
April 17, 2018 AC +4.81%
Jan. 23, 2018 AC -11.44%
Oct. 18, 2017 AC -12.07% Biggest DOWN
July 18, 2017 AC -5.90%
April 17, 2017 AC -4.26%
Jan. 17, 2017 AC +0.35%
Oct. 17, 2016 BO -0.31%
July 19, 2016 BO +0.29%

Avg (+ or -) 5.44%
Bias -0.22%, no significant bias on earnings.

With stock at 93.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 88.53 to 97.47
Based on AVERAGE move over last 12 quarters: 87.94 to 98.06
Based on MAXIMUM move over last 12 Q’s (12.1%): 81.77 to 104.23
Based on UP Max only (+8.8%): 101.17

Open to requests for other symbols.

#bups

Jeff 7:14 am on Monday, July 15, 2019
Tags: Earnings

JPM earnings analysis

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

April 12, 2019 BO +4.68% Biggest UP
Jan. 15, 2019 BO +0.73%
Oct. 12, 2018 BO -1.09%
July 13, 2018 BO -0.45%
April 13, 2018 BO -2.70% Biggest DOWN
Jan. 12, 2018 BO +1.65%
Oct. 12, 2017 BO -0.28%
July 14, 2017 BO -0.91%
April 13, 2017 BO -1.17%
Jan. 13, 2017 BO +0.53%
Oct. 14, 2016 BO -0.32%
July 14, 2016 BO +1.51%

Avg (+ or -) 1.34%
Bias 0.18%, no significant bias on earnings.

NOTE: 5-day results are not significantly different

With stock at 114.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 110.85 to 117.15
Based on AVERAGE move over last 12 quarters: 112.48 to 115.52
Based on MAXIMUM move over last 12 Q’s (4.7%): 108.66 to 119.34
Based on DOWN Max only (-2.7%): 110.92

Open to requests for other symbols.

Jeff 7:05 am on Monday, July 15, 2019
Tags: Earnings

GS earnings analysis

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

April 15, 2019 BO -3.81%
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%
April 18, 2017 BO -4.71% Biggest DOWN
Jan. 18, 2017 BO -0.61%
Oct. 18, 2016 BO +2.14%
July 19, 2016 BO -1.17%

Avg (+ or -) 2.82%
Bias -0.37%, tiny negative bias on earnings.

NOTE: 5-day results are more positive, with a MAX up move of +12%

With stock at 210.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 202.02 to 217.98
Based on AVERAGE move over last 12 quarters: 204.07 to 215.93
Based on MAXIMUM move over last 12 Q’s (9.5%): 189.97 to 230.03
Based on DOWN Max only (-4.7%): 200.11

Open to requests for other symbols.

Jeff 7:05 am on Friday, July 12, 2019
Tags: Earnings, Rolling ( 449 )

Uber strangle

#Earnings #Rolling
Continuing my revenge campaign on $UBER,
Sold UBER Aug 2nd 41/47 strangles for .85.
Earnings are Aug 8th. On last earnings I bought a long straddle, but stock decided not to move. So now I’m selling strangles, and its working because it still ain’t moving much.

Jeff 11:31 am on Wednesday, July 10, 2019
Tags: Earnings

DAL earnings analysis

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

April 10, 2019 BO +1.59%
Jan. 15, 2019 BO +0.16%
Oct. 11, 2018 BO +3.56%
July 12, 2018 BO +1.78%
April 12, 2018 BO +2.93%
Jan. 11, 2018 BO +4.76% Biggest UP
Oct. 11, 2017 BO +0.70%
July 13, 2017 BO -1.76% Biggest DOWN
April 12, 2017 BO -0.52%
Jan. 12, 2017 BO -1.06%
Oct. 13, 2016 BO +1.88%
July 14, 2016 BO +3.58%

Avg (+ or -) 2.02%
Bias 1.47%, positive bias on earnings.

With stock at 59.10 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 57.03 to 61.17
Based on AVERAGE move over last 12 quarters: 57.90 to 60.30
Based on MAXIMUM move over last 12 Q’s (4.8%): 56.29 to 61.91
Based on DOWN Max only (-1.8%): 58.06

Open to requests for other symbols.

Jeff 1:09 pm on Tuesday, July 9, 2019
Tags: Earnings, Rolling ( 449 )

UBER strangle closed

#Earnings #Rolling
Both sides of $UBER July 12th 42/48 strangle closed for .05. Sold on June 20th for 1.25. I’ll do this again later in the week.

Jeff 9:04 am on Monday, July 8, 2019
Tags: Earnings

PEP earnings analysis

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

April 17, 2019 BO +3.75%
Feb. 15, 2019 BO +2.94%
Oct. 2, 2018 BO -1.79% Biggest DOWN
July 10, 2018 BO +4.76% Biggest UP
April 26, 2018 BO +2.08%
Feb. 13, 2018 BO -0.18%
Oct. 4, 2017 BO +0.19%
July 11, 2017 BO -0.46%
April 26, 2017 BO -0.72%
Feb. 15, 2017 BO -0.17%
Sept. 29, 2016 BO +0.35%
July 7, 2016 BO +1.48%

Avg (+ or -) 1.57%
Bias 1.02%, positive bias on earnings.

With stock at 132.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 128.62 to 135.38
Based on AVERAGE move over last 12 quarters: 129.92 to 134.08
Based on MAXIMUM move over last 12 Q’s (4.8%): 125.72 to 138.28
Based on DOWN Max only (-1.8%): 129.64

Open to requests for other symbols.

geewhiz112 6:38 am on Friday, June 28, 2019
Tags: Earnings, JadeLizard ( 130 )

STZ Fuzzy Earnings

#earnings #jadelizard
$STZ BTC 6/28 190/192.50 BECS at 2.20. STO at 1.04. I will let the 6/28 177.50 put expire. STO at 1.91. Thank you @fuzzball for the trade.

Jeff 6:52 am on Thursday, June 27, 2019
Tags: Earnings

STZ earnings analysis

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

April 4, 2019 BO +6.54%
Jan. 9, 2019 BO -12.41% Biggest DOWN
Oct. 4, 2018 BO +5.38%
June 29, 2018 BO -1.78%
March 29, 2018 BO +5.31%
Jan. 5, 2018 BO -0.21%
Oct. 5, 2017 BO +5.41%
June 29, 2017 BO +9.75% Biggest UP
April 6, 2017 BO +9.60%
Jan. 5, 2017 BO +0.47%
Oct. 5, 2016 BO +0.07%
June 30, 2016 BO +6.37%

Avg (+ or -) 5.28%
Bias 2.88%, positive bias on earnings.

With stock at 185.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 174.86 too 195.14
Based on AVERAGE move over last 12 quarters: 175.24 to 194.76
Based on MAXIMUM move over last 12 Q’s (12.4%): 162.04 to 207.96
Based on UP Max only (+9.8%): 203.04

Open to requests for other symbols.

Jeff 6:49 am on Thursday, June 27, 2019
Tags: Earnings

NKE earnings analysis

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

March 21, 2019 AC -6.61%
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%
March 21, 2017 AC -7.05% Biggest DOWN
Dec. 20, 2016 AC +0.98%
Sept. 27, 2016 AC -3.77%
June 28, 2016 AC +3.84%

Avg (+ or -) 4.77%
Bias 0.96%, positive bias on earnings.

With stock at 83.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 79.27 to 87.53
Based on AVERAGE move over last 12 quarters: 79.42 to 87.38
Based on MAXIMUM move over last 12 Q’s (11.1%): 74.13 to 92.67
Based on DOWN Max only (-7.1%): 77.52

Open to requests for other symbols.

Jeff 9:36 am on Wednesday, June 26, 2019
Tags: Earnings

WBA earnings analysis

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

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%
April 5, 2017 BO -1.61%
Jan. 5, 2017 BO +0.06%
Oct. 20, 2016 BO +4.97% Biggest UP
July 6, 2016 BO -2.35%

Avg (+ or -) 4.25%
Bias -2.21%, negative bias on earnings.

With stock at 52.70 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 49.93 to 55.47
Based on AVERAGE move over last 12 quarters: 50.46 to 54.94
Based on MAXIMUM move over last 12 Q’s (12.8%): 45.95 to 59.45
Based on UP Max only (+5.0%): 55.32

Open to requests for other symbols.

Jeff 6:48 am on Tuesday, June 25, 2019
Tags: Earnings

MU earnings analysis

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

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%
March 23, 2017 AC +7.40%
Dec. 21, 2016 AC +12.68% Biggest UP
Oct. 4, 2016 AC -0.56%
June 30, 2016 AC -9.15% Biggest DOWN

Avg (+ or -) 6.39%
Bias 0.79%, slight positive bias on earnings.

With stock at 33.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 30.71 to 36.29
Based on AVERAGE move over last 12 quarters: 31.36 to 36.54
Based on MAXIMUM move over last 12 Q’s (12.7%): 29.25 to 37.75
Based on DOWN Max only (-9.2%): 30.43

Open to requests for other symbols.

Jeff 6:35 am on Tuesday, June 25, 2019
Tags: Earnings

FDX earnings analysis

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

March 19, 2019 AC -3.49%
Dec. 18, 2018 AC -12.16% Biggest DOWN
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%
March 21, 2017 AC +2.12%
Dec. 20, 2016 AC -3.33%
Sept. 20, 2016 AC +6.89% Biggest UP
June 21, 2016 AC -4.53%

Avg (+ or -) 4.09%
Bias -1.39%, negative bias on earnings.

With stock at 158.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 148.85 to 167.15
Based on AVERAGE move over last 12 quarters: 151.54 to 164.46
Based on MAXIMUM move over last 12 Q’s (12.2%): 138.79 to 177.21
Based on UP Max only (+6.9%): 168.89

Open to requests for other symbols.

Jeff 7:04 am on Friday, June 21, 2019
Tags: DoubleCalendar ( 209 ), Earnings

KMX closed

#Earnings. Sold to close $KMX Jun21/Jun28 83 #DoubleCalendar for 1.00. Bought yesterday for .43. Only got filled on 3, was going for 17. 😦

Jeff 9:18 am on Thursday, June 20, 2019
Tags: Earnings, Takeover

RHT long shot

#Earnings #Takeover Bought $RHT June 21st 190 calls for .06, .09, .10.

I doubt this will go anywhere but it’s costing me almost nothing. Was filled for .09 on IB, then TOS would only allow .05 increments, so bought there for .10, then went back to IB, bidding .09 for more and was filled for .06. I was charged zero commission for the .09 bunch, but 1.44 per option on the .06 bunch.

Brokers can be nutty.

Jeff 8:25 am on Thursday, June 20, 2019
Tags: DoubleCalendar ( 209 ), Earnings

KMX dub cal

#Earnings Bought to Open $KMX Jun21/Jun28 83 #DoubleCalendar for .43. Filling slowly, 1 lot every minute or so.

Jeff 8:21 am on Thursday, June 20, 2019
Tags: DoubleCalendar ( 209 ), Earnings

KMX earnings analysis

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

March 29, 2019 BO +9.61%
Dec. 21, 2018 BO +3.94%
Sept. 26, 2018 BO -1.60%
June 22, 2018 BO +12.86% Biggest UP
April 4, 2018 BO +4.61%
Dec. 21, 2017 BO -3.60%
Sept. 22, 2017 BO +7.77%
June 21, 2017 BO +0.80%
April 6, 2017 BO +2.36%
Dec. 20, 2016 BO +6.09%
Sept. 21, 2016 BO -2.04%
June 21, 2016 BO -4.91% Biggest DOWN

Avg (+ or -) 5.02%
Bias 2.99%, positive bias on earnings.

With stock at 82.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 77.07 to 87.93
Based on AVERAGE move over last 12 quarters: 78.36 to 86.64
Based on MAXIMUM move over last 12 Q’s (12.9%): 71.89 to 93.11
Based on UP Max only (-4.9%): 78.45

Open to requests for other symbols.

#doublecalendar

Jeff 8:05 am on Thursday, June 20, 2019
Tags: Earnings

RHT earnings ???

#Earnings $RHT reports tonight, but there is no volatility or premium in options expiring tomorrow. I don’t know what’s going on, because all sources say it reports tonight. Time to buy a buttload of long straddles? Anyone know what’s up?

Below are details on earnings one-day moves over the last 12 quarters.

March 25, 2019 AC +0.29%
Dec. 17, 2018 AC 0.00%
Sept. 19, 2018 AC -6.53%
June 21, 2018 AC -14.23%
March 26, 2018 AC +0.86%
Dec. 19, 2017 AC -5.32%
Sept. 25, 2017 AC +4.07%
June 20, 2017 AC +9.58%
March 27, 2017 AC +5.20%
Dec. 21, 2016 AC -13.88%
Sept. 21, 2016 AC +3.86%
June 22, 2016 AC -1.70%

Avg (+ or -) 5.46%
Bias -1.48%, negative bias on earnings.

With stock at 188.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 187.23 to 189.77 (???)
Based on AVERAGE move over last 12 quarters: 178.21 to 198.79
Based on MAXIMUM move over last 12 Q’s (14.2%): 161.88 yo 215.32
Based on UP Max only (+9.6%): 206.56

Open to requests for other symbols.

Jeff 7:49 am on Thursday, June 20, 2019
Tags: Earnings, Rolling ( 449 )

UBER rolling continues

#Earnings BTC $UBER June 21st 40/46 strangles for .15. Sold for 1.05 on June 5th, as a roll from busted earnings trade.

#Rolling again: Sold $UBER July 12th 42/48 strangles for 1.25. Only partial fill, may have to lower to 1.20.

Jeff 8:21 am on Wednesday, June 19, 2019
Tags: Earnings

ORCL earnings analysis

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

March 14, 2019 AC -0.20%
Dec. 17, 2018 AC +0.26%
Sept. 17, 2018 AC -0.30%
June 19, 2018 AC -7.45%
March 19, 2018 AC -9.43% Biggest DOWN
Dec. 14, 2017 AC -3.76%
Sept. 14, 2017 AC -7.67%
June 21, 2017 AC +8.56% Biggest UP
March 15, 2017 AC +6.22%
Dec. 15, 2016 AC -4.30%
Sept. 15, 2016 AC -4.74%
June 16, 2016 AC +2.69%

Avg (+ or -) 4.63%
Bias -1.68%, negative bias on earnings.

With stock at 52.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 49.84 to 55.16
Based on AVERAGE move over last 12 quarters: 50.07 to 54.93
Based on MAXIMUM move over last 12 Q’s (9.4%): 47.55 to 57.45
Based on UP Max only (+8.6%): 56.99

Open to requests for other symbols.

geewhiz112 12:11 pm on Tuesday, June 18, 2019
Tags: Earnings

ADBE Limping Lizard??

#earnings
$ADBE BTO 6/21 272.50/277.50 BUCS at 3.04 and STO 6/21 ADBE 267.50 put at 1.99. If stock stays inside expected moves this will work. @jeffcp66 thank you for the stats. Terrific resource.

Jeff 8:38 am on Tuesday, June 18, 2019
Tags: Earnings

ADBE earnings analysis

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

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%
Sept. 20, 2016 AC +7.11% Biggest UP
June 21, 2016 AC -5.72%

Avg (+ or -) 3.76%
Bias -0.42%, slight negative bias on earnings.

With stock at 278.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 266.34 to 290.66
Based on AVERAGE move over last 12 quarters: 268.03 to 288.97
Based on MAXIMUM move over last 12 Q’s (7.3%): 258.23 to 298.77
Based on UP Max only (+7.1%): 298.30

Open to requests for other symbols.

Jeff 8:21 am on Tuesday, June 18, 2019
Tags: Earnings, Rolling ( 449 )

Closed AVGO

#Earnings #Rolling BTC $AVGO June 21st 267.5/262.5 put spreads for .40. Sold Friday for 2.40 as a roll from busted earnings trade. Ending profit from original condor sale: .85.

Jeff 12:35 pm on Friday, June 14, 2019
Tags: Earnings, Rolling ( 449 )

AVGO roll

#Earnings #Rolling Sold $AVGO June 21st 267.5/262.5 put spreads for 2.40.

I have the 270/267.5 put spread expiring today, so at the moment it will be max loss of 2.50. So I rolled to next week, going down ne stark and also widening to 5.

But it is rallying now so loss may be less than 2.50. I wanted to sell the roll before its price dropped much more.