#Earnings Bought to open $GLW Feb 1st 30 straddle for 1.92. I only need around the average move on this to be profitable.
Tag Archives: Earnings
#earnings #ironbutterfly GLW Went to…
Went to Feb. 15, sold 125/130/130/135 for 2.13, works if it’s within the averages. Thanks Jeff
GLW earnings analysis
#Earnings $GLW reports tomorrow morning. Below are details on earnings FIVE-day moves over the last 12 quarters.
***NOTE: These are 5-day moves, since options traded for earnings will expire on Friday.
Tue 10/23/2018 BO -0.45%
Wed 07/25/2018 BO +12.44% Biggest UP
Tue 04/24/2018 BO -0.99%
Tue 01/30/2018 BO -8.68%
Tue 10/24/2017 BO +5.01%
Wed 07/26/2017 BO -8.96%
Tue 04/25/2017 BO +4.83%
Tue 01/24/2017 BO +7.71%
Tue 10/25/2016 BO -5.06%
Wed 07/27/2016 BO +2.34%
Tue 04/26/2016 BO -10.96% Biggest DOWN
Tue 01/26/2016 BO +11.03%
Avg (+ or -) 6.54%
Bias 0.69%, slight positive bias on earnings.
With stock at 30.30 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 28.33 to 32.27
Based on AVERAGE move over last 12 quarters: 28.32 to 32.38
Based on MAXIMUM move over last 12 Q’s (12.4%): 26.53 to 34.07
Open for requests on other symbols.
#earnings GLW Jeff-do you have…
#earnings GLW
Jeff-do you have GLW data? Thanks
BIIB earnings analysis
#Earnings $BIIB reports tomorrow morning. Below are details on earnings FIVE-day moves over the last 12 quarters.
***NOTE: These are 5-day moves, since options traded for earnings will expire on Friday.
Tue 10/23/2018 BO -4.87%
Tue 07/24/2018 BO -4.95%
Tue 04/24/2018 BO +6.75%
Thu 01/25/2018 BO +3.46%
Tue 10/24/2017 BO -6.33% Biggest DOWN
Tue 07/25/2017 BO +0.96%
Tue 04/25/2017 BO -2.04%
Thu 01/26/2017 BO +1.03%
Wed 10/26/2016 AC -5.49%
Thu 07/21/2016 BO +9.50% Biggest UP
Thu 04/21/2016 BO +7.13%
Wed 01/27/2016 BO +5.07%
Avg (+ or -) 4.80%
Bias 0.85%, slight positive bias on earnings.
With stock at 333.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 316.16 to 349.84
Based on AVERAGE move over last 12 quarters: 317.02 to 348.98
Based on MAXIMUM move over last 12 Q’s (9.5%): 301.37 to 364.64
Open for requests on other symbols.
Earnings $WYNN BUCS $OKTA
#earnings
$WYNN STO 2/1 116 puts at 3.90 Earnings 1/30
#bullcallspreads
$OKTA BTO 5/17 75/90 BUCS @6.40 Thank you @jsd501
#earnings #rolling LRCX Jan. 23…
INTC dbl calendar conversion
#Earnings #DoubleCalendar #LongStock #Assignment #Dividends
Sold to close $INTC Feb 1st 50 put for 3.20. Will be assigned long stock for 50.00. Add .54 for calendar purchase, subtract 3.20 from put sale, cost basis 47.34.
Will sell calls and hang on to stock for at least one dividend round.
#earnings #doublecalendar INTC CL INTC…
#earnings #doublecalendar INTC CL
INTC I rolled the Jan. 25, 50 short put to March 15, 50 for .75, the short call will expire out of the money today. I’ll see what happens with the longs on Monday
CL I have the in the money 60 call and none of them have traded today, including, and especially, my attempts. I’ll take the short shares and see what happens on Monday, otherwise would be a push. I’m new to these types of trades and open to other ideas.
Upcoming Earnings
#Earnings A few that were added late and just updated on the chart:
ILMN and AMD next Tuesday, Jan 29th, after market.
TSLA next Wednesday, Jan 30th, after market.
CAT earnings analysis
#Earnings $CAT reports Monday morning. Below are details on earnings FIVE-day moves over the last 12 quarters.
***NOTE: These are 5-day moves, since options traded for earnings will expire next Friday.
Tue 10/23/2018 BO -10.61% Biggest DOWN
Mon 07/30/2018 BO -2.82%
Tue 04/24/2018 BO -6.02%
Thu 01/25/2018 BO -3.42%
Tue 10/24/2017 BO +4.66%
Tue 07/25/2017 BO +5.47%
Tue 04/25/2017 BO +5.62%
Thu 01/26/2017 BO -1.38%
Tue 10/25/2016 BO -2.45%
Tue 07/26/2016 BO +5.17%
Fri 04/22/2016 BO -1.28%
Thu 01/28/2016 BO +7.51% Biggest UP
Avg (+ or -) 4.70%
Bias 0.04%, no directional bias on earnings.
With stock at 135.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 127.97 to 143.53
Based on AVERAGE move over last 12 quarters: 129.37 to 142.13
Based on MAXIMUM move over last 12 Q’s (10.6%): 121.35 to 150.15
Open for requests on other symbols.
Double Calendars closing
#Earnings #DoubleCalendar
Sold to Close $ETFC Jan25/Feb01 50 dbl cal for .50. Bought for .52 yesterday, so bitty loss.
Will include other closures in comments.
Trades
#earnings
$AMD STO 2/1 20 put at 1.05
#bullputspreads
$SQ STO 2/15 65/70 BUPS at 1.20
#earnings #closing JPM Jan. 14…
and another
#Earnings #DoubleCalendar $CL average move 2.43%
Bought $CL Jan25/Feb01 62 double calendars for .36 (remarkable fill for such wide bid/ask spread)
Double Calendars
Bought $INTC Jan25/Feb01 50 double calendars for .54
Bought $ETFC Jan25/Feb01 50 double calendars for .52
#earnings #callbutterfly WDC Sold (technically…
Sold (technically bought) a Feb. 15 39/40/40/42 call butterfly for .35. This is profitable if WDC goes down. WDC hasn’t been kind to #fallingknife traders as it was a little over 100 almost a year ago, now about 40. I have 100 assigned shares at a cost basis of 68, and have a short April 55 put that has been rolled a couple times. The call butterfly will ease the pain a little if it goes down.
Thanks for the info Jeff.
T Earnings
#ShortPuts #Earnings – Starter position a little early. Earnings on the morning of the 30th…
Sold T Feb 01 2019 31.0 Puts @ .79
WDC earnings analysis
#Earnings $WDC reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
April 27, 2017 AC +3.92%
Jan. 25, 2017 AC -1.93%
Oct. 26, 2016 AC +5.41% Biggest UP
July 28, 2016 AC -11.52%
April 28, 2016 AC -11.28%
Jan. 28, 2016 AC +5.01%
Avg (+ or -) 7.07%
Bias -4.38%, significant negative bias on earnings.
With stock at 40.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 36.81 to 43.19
Based on AVERAGE move over last 12 quarters: 37.17 to 42.83
Based on MAXIMUM move over last 12 Q’s (18.2%): 32.73 to 47.27
Open for requests on other symbols.
ISRG earnings analysis
#Earnings $ISRG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
April 18, 2017 AC +6.36%
Jan. 24, 2017 AC +5.09%
Oct. 18, 2016 AC -5.56% Biggest DOWN
July 19, 2016 AC +4.63%
April 19, 2016 AC +3.34%
Jan. 21, 2016 AC +1.89%
Avg (+ or -) 4.12%
Bias 1.36%, slight positive bias on earnings.
With stock at 530.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 506.06 to 553.94
Based on AVERAGE move over last 12 quarters: 508.18 to 551.82
Based on MAXIMUM move over last 12 Q’s (8.2%): 486.70 to 573.30
Open for requests on other symbols.
URI Earnings
#ShortPuts #Earnings – Had pretty good luck with this one in the past. Just selling a put out in Feb monthly so not technically an earnings play but should have some volatility crush in the monthlies. Wouldn’t mind owning a little…
Sold URI Feb 15 2019 105.0 Put @ 2.30
#earnings LRCX Sold Feb. 15,…
#earnings LRCX
Sold Feb. 15, 120/160 strangle for 1.78. I would do something similar with XLNX but the last 2 reports, up 9.5 and 15% concern me.
Thanks for the data Jeff.
LRCX earnings analysis
#Earnings $LRCX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 16, 2018 AC +1.31%
July 26, 2018 AC +7.19% Biggest UP
April 17, 2018 AC -4.03%
Jan. 24, 2018 AC -4.99% Biggest DOWN
Oct. 17, 2017 AC +3.05%
July 26, 2017 AC -2.12%
April 18, 2017 AC +6.85%
Jan. 25, 2017 AC -2.21%
Oct. 19, 2016 AC -2.78%
July 27, 2016 AC +1.21%
April 20, 2016 AC -2.23%
Jan. 27, 2016 AC +2.88%
Avg (+ or -) 3.40%
Bias 0.34%, slight positive bias on earnings.
With stock at 138.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 130.44 to 145.56
Based on AVERAGE move over last 12 quarters: 133.30 to 142.70
Based on MAXIMUM move over last 12 Q’s (7.2%): 128.08 to 147.92
Open for requests on other symbols.
XLNX earnings analysis
#Earnings $XLNX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 24, 2018 AC +15.00% Biggest UP
July 25, 2018 AC +9.59%
April 25, 2018 AC +1.69%
Jan. 24, 2018 AC -5.08%
Oct. 25, 2017 AC -0.12%
July 26, 2017 AC -2.26%
April 26, 2017 AC +7.35%
Jan. 25, 2017 AC -3.67%
Oct. 19, 2016 AC +0.96%
July 27, 2016 AC +2.50%
April 27, 2016 AC -8.70% Biggest DOWN
Jan. 20, 2016 AC +8.58%
Avg (+ or -) 5.46%
Bias 2.15%, positive bias on earnings.
With stock at 88.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 82.47 to 94.53
Based on AVERAGE move over last 12 quarters: 83.67 to 93.33
Based on MAXIMUM move over last 12 Q’s (15.0%): 75.23 to 101.78
Open for requests on other symbols.
#earnings Jeff do you have…
#earnings
Jeff do you have data on a couple symbols I don’t think anyone here has reported trading-LRCX and XLNX? Thank you again.
FFIV earnings analysis
#Earnings $FFIV reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
April 20, 2016 AC +5.53%
Jan. 20, 2016 AC -0.56%
Avg (+ or -) 4.66%
Bias -0.09%, no significant positive or negative bias.
With stock at 159.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 149.10 to 168.90
Based on AVERAGE move over last 12 quarters: 151.58 to 166.42
Based on MAXIMUM move over last 12 Q’s (9.6%): 143.78 to 174.22
Open for requests on other symbols.
WYNN earnings analysis
#Earnings Who knows when $WYNN will report? Estimates range from tonight until the 28th. IV on TOS shows it could be this week or next. As you can see from the past dates, they tend to announce in different weeks every quarter.
Below are details on earnings one-day moves over the last 12 quarters.
Nov. 7, 2018 AC -13.13% Biggest DOWN
Aug. 1, 2018 AC -6.53%
April 24, 2018 AC -3.74%
Jan. 22, 2018 BO +8.67%
Oct. 26, 2017 AC -1.50%
July 25, 2017 AC -5.02%
April 25, 2017 AC +5.89%
Jan. 26, 2017 AC +7.93%
Nov. 2, 2016 AC -9.31%
July 28, 2016 AC -6.41%
May 5, 2016 AC +1.77%
Feb. 11, 2016 AC +15.83% Biggest UP
Avg (+ or -) 7.14%
Bias -0.46%, no significant positive or negative bias, just tends to move.
With stock at 111.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 105.24 to 116.76
Based on AVERAGE move over last 12 quarters: 103.07 to 118.93
Based on MAXIMUM move over last 12 Q’s (15.8%): 93.43 to 128.57
Open for requests on other symbols.
#earnings #shortstrangles IBM Sold Feb….
Sold Feb. 15, 105/135 strangle for .90.
#earnings Jeff-can you show earnings…
Jeff-can you show earnings data for WYNN-thanks
#earnings #closing UAL January 15,…
IBM earnings analysis
#Earnings $IBM reports tonight. Below are details on earnings THREE-DAY moves over the last 12 quarters.
(I used 3-day moves since Friday is 4 days away, and the 3-day range is higher than the 1-day).
Tue 10/16/2018 AC -11.04%
Wed 07/18/2018 AC +1.27%
Tue 04/17/2018 AC -9.95%
Thu 01/18/2018 AC -3.99%
Tue 10/17/2017 AC +10.60%
Tue 07/18/2017 AC -4.49%
Tue 04/18/2017 AC -5.68%
Thu 01/19/2017 AC +2.24%
Mon 10/17/2016 AC -2.09%
Mon 07/18/2016 AC +0.36%
Mon 04/18/2016 AC -2.11%
Tue 01/19/2016 AC -4.37%
Avg (+ or -) 4.85%
Bias -2.44%, negative bias on earnings.
With stock at 123.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 116.94 to 130.06
Based on AVERAGE move over last 12 quarters: 117.51 to 129.49
Based on MAXIMUM move over last 12 Q’s (11.0%): 109.87 to 137.13
Open for requests on other symbols.
MS calendar loses
#Earnings #Double Calendar Sold to close remaining parts of $MS Jan18/Jan25 45 double calendar for .131. Bought for .33 on Wednesday, plus paid .03 to close short calls yesterday.
So one small loss and a breakeven on this strategy so far. Oddly enough, the better play for neutral option strategies this week was NFLX. It’s upside world.
#earnings Z Way back on…
#earnings Z
Way back on Oct. 1, sold a Nov. 35/50 earnings strangle. Z had a record move down. I rolled the put to December and sold a 35 call to make a straddle. Z went back up and I ended up with an ITM 35 call that was rolled to today. It will expire and I will make .80, that is 80 cents after commissions. Time for a Little Debbie at the gas station.
NFLX earnings
#Earnings – Stock is weak so taking a small winner instead of a small loser. Now it’s free to rally back!
Bought to Close NFLX JAN 18 2019 340/350/360 Iron Fly @ 7.45 (sold for 9.10)
SLB earnings
#Earnings #IronFlies -sold 50 cent wide @ .45…LOL
NFLX
#Earnings #IronFlies – Just taking a crazy shot here. Hoping all the news is out there now. 350 is also a nice even number (but so is 300 and 400 🙂 ). Selling an iron fly well inside the expected move risking 90 to make 910…
Sold NFLX JAN 18 2019 340/350/360 Iron Fly @ 9.10
This is the $100 I was going to put on the Chiefs +3 line…LOL
AA dbl cal closed
#Earnings #DoubleCalendar Was trying to get filled on the dip, when the dip exploded into a market rally.
Sold to close $AA Jan18/Jan25 29 double calendar for .51. Bought yesterday for .44. Meager.
Waiting for tomorrow on $MS
KSU earnings analysis
#Earnings I’m looking at this for a double calendar. Decent IV crush with small historic moves. However, bid/ask pretty wide so it will depend on the mid-price I can get. I’ll see what I can do in the last hour of the day.
$KSU reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 19, 2018 BO +3.35%
July 20, 2018 BO +2.39%
April 20, 2018 BO +1.55%
Jan. 19, 2018 BO -1.34%
Oct. 20, 2017 BO +1.35%
July 21, 2017 BO +1.13%
April 21, 2017 BO -2.84% Biggest DOWN
Jan. 20, 2017 BO +4.03%
Oct. 18, 2016 BO -2.24%
July 19, 2016 BO +1.88%
April 19, 2016 BO +4.97% Biggest UP
Jan. 22, 2016 BO +4.44%
Avg (+ or -) 2.63%
Bias 1.56%, positive bias on earnings.
With stock at 103.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 99.64 to 107.36
Based on AVERAGE move over last 12 quarters: 100.78 to 106.22
Based on MAXIMUM move over last 12 Q’s (5.0%): 98.36 to 108.64
Open for requests on other symbols.
#earnings #shortstrangles #coveredcallcampaign AA Yesterday…
#earnings #shortstrangles #coveredcallcampaign AA
Yesterday sold Feb. 15, 29 straddle for 3.44, bought today for 3.00
Rolled Jan. 18, 30 call to Feb. 15 for .97 covered by assigned shares.
SLB earnings analysis
#Earnings $SLB reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 19, 2018 BO +0.06%
July 20, 2018 BO -1.24%
April 20, 2018 BO -1.49%
Jan. 19, 2018 BO +0.06%
Oct. 20, 2017 BO -2.09%
July 21, 2017 BO -0.73%
April 21, 2017 BO -2.18%
Jan. 20, 2017 BO -0.81%
Oct. 20, 2016 AC -3.03% Biggest DOWN
July 21, 2016 AC +1.98%
April 21, 2016 AC -0.42%
Jan. 21, 2016 AC +6.10% Biggest UP
Avg (+ or -) 1.68%
Bias -0.32%, negative bias on earnings.
With stock at 41.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 39.55 to 42.45
Based on AVERAGE move over last 12 quarters: 40.31 to 41.69
Based on MAXIMUM move over last 12 Q’s (6.1%): 38.50 to 43.50
Open for requests on other symbols.
Calendars
$AA gapped down then shot up through my strike. Didn’t get filled on my close order as it went past, now it’s getting too high. Will wait for a drift back down.
$MS gapped down and has stayed down. I bought to close Jan 18th short 29 call for .03, removing upside risk for a possible bounce into tomorrow.
AXP earnings analysis
#Earnings $AXP reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 18, 2018 AC +3.78%
July 18, 2018 AC -2.72%
April 18, 2018 AC +7.58%
Jan. 18, 2018 AC -1.83%
Oct. 18, 2017 AC -0.19%
July 19, 2017 AC -0.67%
April 19, 2017 AC +5.91%
Jan. 19, 2017 AC -0.63%
Oct. 19, 2016 AC +9.02% Biggest UP
July 20, 2016 AC -1.62%
April 20, 2016 AC +0.90%
Jan. 21, 2016 AC -12.10% Biggest DOWN
Avg (+ or -) 3.91%
Bias 0.62%, positive bias on earnings.
With stock at 99.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 95.21 to 103.79
Based on AVERAGE move over last 12 quarters: 95.51 to 103.29
Based on MAXIMUM move over last 12 Q’s (12.1%): 87.37 to 111.43
Open for requests on other symbols.
NFLX earnings analysis
#Earnings $NFLX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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
April 18, 2016 AC -12.97%
Jan. 19, 2016 AC -0.13%
Avg (+ or -) 8.04%
Bias 2.10%, positive bias on earnings.
With stock at 350.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 321.39 to 378.61
Based on AVERAGE move over last 12 quarters: 321.85 to 378.15
Based on MAXIMUM move over last 12 Q’s (19.0%): 283.43 to 416.57
Open for requests on other symbols.
MS and AA earnings calendars
#DoubleCalendar #Earnings Forgot about these earlier… just threw them on now.
Bought to Open $MS 18Jan/25Jan 45 double calendar for .334.
Bought to Open $AA 18Jan/25Jan 29 double calendar for .44
#earnings #shortstraddle AA Sold Feb. 15,…
AA Sold Feb. 15, 29 straddle for 3.44. Thanks for the data Jeff.
AA earnings analysis
#Earnings $AA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 17, 2018 AC +5.85%
July 18, 2018 AC -13.34% Biggest DOWN
April 18, 2018 AC +1.39%
Jan. 17, 2018 AC -7.00%
Nov. 17, 2017 AC -2.74%
Oct. 18, 2017 AC -2.53%
July 19, 2017 AC +0.60%
April 24, 2017 AC +9.54% Biggest UP
Jan. 24, 2017 AC -2.58%
Oct. 10, 2016 AC -11.42%
July 11, 2016 AC +5.42%
April 11, 2016 AC -2.66%
Avg (+ or -) 5.42%
Bias -1.62%, negative bias on earnings.
With stock at 28.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 26.23 to 30.17
Based on AVERAGE move over last 12 quarters: 26.67 to 29.73
Based on MAXIMUM move over last 12 Q’s (13.3%): 24.44 to 31.96
Open for requests on other symbols.
#earnings AA Jeff do you…
#earnings AA
Jeff do you have AA stats? Thanks
#earnings GS #ironfly kindof I…
#earnings GS #ironfly kindof
I was looking at an #ironbutterly for GS and saw this trade at TastyTrade (Mike Butler).
Sold Feb. 15, 155/175/180/200 for 8.53, GA is at 178.
#earnings #shortstrangles UAL Sold feb…
Sold feb 15, 70/90 strangle for 1.10. Thanks again Jeff
UAL earnings analysis
#Earnings $UAL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
April 20, 2016 BO +0.94%
Jan. 21, 2016 BO +0.46%
Avg (+ or -) 4.63%
Bias -1.03%, negative bias on earnings.
With stock at 81.20 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 77.15 to 85.25
Based on AVERAGE move over last 12 quarters: 77.44 to 84.96
Based on MAXIMUM move over last 12 Q’s (12.1%): 71.40 to 91.00
Open for requests on other symbols.
PNC earnings analysis
#Earnings $PNC reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 12, 2018 BO -5.58% Biggest DOWN
July 13, 2018 BO +0.23%
April 13, 2018 BO -4.11%
Jan. 12, 2018 BO +0.23%
Oct. 13, 2017 BO -1.12%
July 14, 2017 BO -0.11%
April 13, 2017 BO -0.17%
Jan. 13, 2017 BO +0.72% Biggest UP
Oct. 14, 2016 BO +0.10%
July 15, 2016 BO -0.96%
April 14, 2016 BO -0.56%
Jan. 15, 2016 BO -0.62%
Avg (+ or -) 1.21%
Bias -1.00%, negative bias on earnings.
With stock at 119.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 115.40 to 122.60
Based on AVERAGE move over last 12 quarters: 117.56 to 120.44
Based on MAXIMUM move over last 12 Q’s (5.6%): 112.36 to `25.64
Open for requests on other symbols.
#earnings PNC Jef-do you have…
#earnings PNC
Jef-do you have PNC data? Thanks
GS earnings analysis
#Earnings $GS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 16, 2018 BO +3.01% Biggest UP
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%
April 19, 2016 BO +2.28%
Jan. 20, 2016 BO -1.95%
Avg (+ or -) 2.06%
Bias -0.82%, slight negative bias on earnings.
NOTE: Another minor mover on earnings; 3-day maxes show no significant differences.
With stock at 178.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 170.85 to 185.15
Based on AVERAGE move over last 12 quarters: 174.33 to 181.67
Based on MAXIMUM move over last 12 Q’s (4.7%): 169.62 to 186.38
Open for requests on other symbols.
#earnings #ironbutterfly JPM Sold Feb….
Sold Feb. 15, 90/100/100/110 for 5.21, had to go to Feb for enough premium to cover max moves. Thanks Jeff
JPM earnings analysis
#Earnings $JPM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
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%
April 13, 2016 BO +4.23% Biggest UP
Jan. 14, 2016 BO +1.49%
Avg (+ or -) 1.36%
Bias 0.21%, slight positive bias on earnings.
NOTE: JPM is a very small mover on earnings. The above are the 1-day moves; I checked 5-day moves, but the +4.23% move above was still the highest.
With stock at 100.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 96.58 to 103.42
Based on AVERAGE move over last 12 quarters: 98.64 to 101.36
Based on MAXIMUM move over last 12 Q’s (4.2%): 95.77 to 104.23
Open for requests on other symbols.
C (Citigroup) earnings analysis
#Earnings $C reports Monday morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 12, 2018 BO +2.13%
July 13, 2018 BO -2.20%
April 13, 2018 BO -1.55%
Jan. 16, 2018 BO +2.27%
Oct. 12, 2017 BO -7.63%
July 14, 2017 BO -2.58%
April 13, 2017 BO -5.07%
Jan. 18, 2017 BO -5.02%
Oct. 14, 2016 BO +5.66%
July 15, 2016 BO +5.93% Biggest UP
April 15, 2016 BO +5.61%
Jan. 15, 2016 BO -13.59% Biggest DOWN
Avg (+ or -) 4.94%
Bias -1.34%, slight negative bias on earnings.
NOTE: above are the 1-day moves; I checked 5-day moves and the ranges are actually LOWER, meaning that any extreme one-day moves were faded to be less severe after a few days.
With stock at 57.00 the data suggests these ranges:
Based on current IV (expected move into next Friday per TOS): 53.98 to 60.02
Based on AVERAGE move over last 12 quarters: 54.19 to 59.81
Based on MAXIMUM move over last 12 Q’s (13.6%): 49.25 to 64.75
Open for requests on other symbols.
#earnings #closing BBBY Yesterday sold…
#earnings #shortstraddle BBBY Sold Jan….
#earnings #shortstraddle BBBY
Sold Jan. 18, 12 straddle for 2.02, profitable just outside max 1 day moves.
BBBY earnings analysis
#Earnings $BBBY reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
April 5, 2017 AC 3.38% Biggest UP
Dec. 21, 2016 AC -9.17%
Sept. 21, 2016 AC 0.74%
June 22, 2016 AC 1.50%
April 6, 2016 AC 0.32%
Jan. 7, 2016 AC 0.27%
Avg (+ or -) 8.38%
Bias -7.35%, strong negative bias on earnings.
With stock at 12.00 the data suggests these ranges:
Based on current IV (expected move per TOS): 10.12 to 13.88
Based on AVERAGE move over last 12 quarters: 10.99 to 13.01
Based on MAXIMUM move over last 12 Q’s (21.0%%): 9.48 to 14.52
Open for requests on other symbols.
#earnings BBBY Jeff-do you have…
#earnings BBBY
Jeff-do you have BBBY earnings data? thanks
NKE earnings analysis
#Earnings $NKE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
March 22, 2016 AC -3.79%
Dec. 22, 2015 AC -2.36%
Avg (+ or -) 4.14%
Bias 0.40%, no significant bias on earnings.
With stock at 69.00 the data suggests these ranges:
Based on current IV (expected move per TOS): 64.42 to 73.58
Based on AVERAGE move over last 12 quarters: 66.14 to 71.86
Based on MAXIMUM move over last 12 Q’s (11.1%): 61.33 to 76.67
Open for requests on other symbols.
#earnings COST ADBE Sold Dec….
#earnings COST ADBE
Sold Dec. 21 5 wide #ironcondors, closed the put spreads for max loss on COST, 3.20 on ADBE.
FDX earnings analysis
#Earnings $FDX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 17, 2018 AC -5.53% Biggest DOWN
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%
June 21, 2016 AC -4.53%
March 16, 2016 AC 11.83% Biggest UP
Dec. 16, 2015 AC 2.02%
Avg (+ or -) 3.94%
Bias 1.07%, positive bias on earnings.
With stock at 183.75 the data suggests these ranges:
Based on current IV (expected move per TOS): 172.43 to 195.07
Based on AVERAGE move over last 12 quarters: 176.51 to 190.99
Based on MAXIMUM move over last 12 Q’s (11.8%): 162.01 to 205.49
Open for requests on other symbols.
MU earnings analysis
#Earnings $MU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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
March 30, 2016 AC -0.09%
Dec. 22, 2015 AC -2.12%
Avg (+ or -) 5.11%
Bias 0.46%, no significant bias on earnings.
With stock at 34.75 the data suggests these ranges:
Based on current IV (expected move per TOS): 31.72 to 37.77
Based on AVERAGE move over last 12 quarters: 32.97 to 36.53
Based on MAXIMUM move over last 12 Q’s 12.7%): 30.34 to 39.16
Open for requests on other symbols.
ORCL earnings analysis
#Earnings $ORCL reports tonight. Below are details on earnings FIVE-day moves over the last 12 quarters, since expiration is 4 days away on Friday.
**** FIVE-DAY moves ****
Mon 09/17/2018 AC 3.90%
Tue 06/19/2018 AC -4.68%
Mon 03/19/2018 AC -13.79% Biggest DOWN
Thu 12/14/2017 AC -4.74%
Thu 09/14/2017 AC -8.99%
Wed 06/21/2017 AC 9.77% Biggest UP
Wed 03/15/2017 AC 5.06%
Thu 12/15/2016 AC -4.55%
Thu 09/15/2016 AC -4.38%
Thu 06/16/2016 AC 3.49%
Tue 03/15/2016 AC 7.07%
Wed 12/16/2015 AC -6.39%
Avg (+ or -) 6.40%
Bias -1.52%, negative bias on earnings.
With stock at 46.70 the data suggests these ranges into Friday’s expiration.
Based on current IV (expected move per TOS): 43.62 to 49.78
Based on AVERAGE move over last 12 quarters: 43.71 to 49.69
Based on MAXIMUM move over last 12 Q’s (13.8%): 40.26 to 53.14
Open for requests on other symbols.
#earnings #ironcondor ADBE Sold Dec….
#earnings #ironcondor ADBE
Sold Dec. 21 225/230/265/270 for 1.29, right around the max moves, thanks Jeff.
#earnings #ironcondor COST sold Dec….
#earnings #ironcondor COST
sold Dec. 21, 210/215/240/245 for 1.05, right at the max moves, thanks for the data Jeff.
PVTL calls closed
#Earnings #CoveredCalls BTC $PVTL Dec 21st 21 covered calls for .05. Sold for .80 on Tuesday. Earning report has had little effect on the stock. Cost basis 19.00. Will continue to hold and sell calls.
COST earnings analysis
#Earnings $COST reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
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% Biggest DOWN
May 25, 2017 AC 1.79%
March 2, 2017 AC -4.33%
Dec. 7, 2016 AC 2.43%
Sept. 29, 2016 AC 3.40%
May 25, 2016 AC 3.57% Biggest UP
March 2, 2016 AC -0.77%
Dec. 8, 2015 AC -5.41%
Avg (+ or -) 3.17%
Bias -0.75%, slight negative bias on earnings.
With stock at 229.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 220.17 to 237.83
Based on AVERAGE move over last 12 quarters: 221.75 to 236.25
Based on MAXIMUM move over last 12 Q’s (6.0%): 215.33 to 242.67
Open for requests on other symbols.
ADBE earnings analysis
#Earnings $ADBE reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
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% Biggest DOWN
March 17, 2016 AC 3.84%
Dec. 10, 2015 AC 2.76%
Avg (+ or -) 3.38%
Bias 1.07%, positive bias on earnings.
With stock at 251.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 239.69 to 262.31
Based on AVERAGE move over last 12 quarters: 242.53 to 259.47
Based on MAXIMUM move over last 12 Q’s (7.1%): 233.15 to 268.85
Open for requests on other symbols.
#earnings SFIX Couldn’t get filled…
#earnings SFIX
Couldn’t get filled on a 20/35 strangle yesterday, down 27% to the 18s right now.
PVTL covered Calls
#Earnings #CoveredCalls Sold $PVTL Dec 21st 21 calls for .80. This order has been in for a couple weeks, but only today did it finally fill, and earnings are tonight. Was assigned via 22.5 puts on 9/20. This sale brings my cost basis down to 18.95.
SFIX earnings analysis
#Earnings $SFIX reports tonight. Below are details on earnings 1-day AND 5-day moves over its entire history (only 4 quarters). I included both 1 & 5 because of the significant differences in the moves.
NOTE: Stock has had wide swings in the days after earnings, and in last few days. This morning it was up 5.5% only 15 minutes into today.
Oct. 1, 2018 AC 1-day: -35.15%; 5-day: -41.07% Biggest DOWN
June 7, 2018 AC 1-day: +20.21%; 5-day: +22.42%
March 12, 2018 AC 1-day: +3.77%; 5-day: -15.42%
Dec. 19, 2017 AC 1-day: +39.39%; 5-day: -0.57% Biggest UP initially, but all given back in 5 days.
Avg (+ or -) 1-day : 24.63%; 5-day: 19.99%
Bias 1-day: +7.06%; 5-day: -8.66%, positive bias in 1 day; negative bias in 5 days.
With stock at 28.00 the data suggests these ranges.
Based on current IV (expected move into Friday’s expiration per TOS): 21.87 to 34.13
Based on AVERAGE move over last 12 quarters: 1-day: 21.10 to 34.90; 5-day: 22.44 to 33.56
Based on MAXIMUM move over last 12 Q’s: 1-day (39.4%): 16.97 to 39.03; 5-day (41.1%): 16.50 to 39.50
Open for requests on other symbols.
#earnings #shortstrangles LULU Bought LULU…
#earnings #shortstrangles LULU
Bought LULU strangle for .26, sold yesterday for 1.29.
FIVE closed
#Earnings Bought to close $FIVE 100 puts for .55. The Dec 7th 100/98 put spreads were sold for .65 on Tuesday. Two days in a row we rose to over 106 in the morning, and then collapse to 100 or lower. Didn’t think it would happen twice so I didn’t close earlier. If we get another dump like yesterday, I can sell the 98 longs for fat profit.
Options Bistro 