#earnings #shortstrangles LULU
Sold Dec. 21, 100/160 for 1.29, thanks for the data Jeff.
Tag Archives: Earnings
#earnings #shortstrangles FIVE Dec. 4,…
#earnings #shortstrangles FIVE
Dec. 4, sold an 85/125 strangle for 1.28, bought today for .39
ULTA earnings analysis
#Earnings $ULTA reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 30, 2018 AC 6.37%
May 31, 2018 AC -0.71%
March 15, 2018 AC 7.63%
Nov. 30, 2017 AC -4.11%
Aug. 24, 2017 AC -9.13% Biggest DOWN
May 25, 2017 AC 3.19%
March 9, 2017 AC 4.62%
Dec. 1, 2016 AC -1.56%
Aug. 25, 2016 AC -6.11%
May 26, 2016 AC 9.10%
March 10, 2016 AC 17.27% Biggest UP
Dec. 3, 2015 AC 12.80%
Avg (+ or -) 6.88%
Bias 3.28%, positive bias on earnings.
With stock at 290.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 271.98 to 308.02
Based on AVERAGE move over last 12 quarters: 270.04 to 309.96
Based on MAXIMUM move over last 12 Q’s (17.3%): 239.92 to 340.08
Open for requests on other symbols.
LULU earnings analysis
#Earnings $LULU reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 30, 2018 AC 13.08%
May 31, 2018 AC 16.31% Biggest UP
March 27, 2018 AC 9.21%
Dec. 6, 2017 AC 6.42%
Aug. 31, 2017 AC 7.19%
June 1, 2017 AC 11.54%
March 29, 2017 AC -23.43% Biggest DOWN
Dec. 7, 2016 AC 15.04%
Sept. 1, 2016 AC -10.55%
June 8, 2016 BO 4.90%
March 30, 2016 BO 10.71%
Dec. 9, 2015 BO -13.11%
Avg (+ or -) 11.79%
Bias 3.94%, positive bias on earnings.
With stock at 133.50 the data suggests these ranges.
Based on current IV (expected move per TOS): 119.62 to 147.38
Based on AVERAGE move over last 12 quarters: 117.32 to 148.68
Based on MAXIMUM move over last 12 Q’s (23.4%): 101.84 to 164.16
Open for requests on other symbols.
AVGO earnings analysis
#Earnings $AVGO reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Sept. 6, 2018 AC 7.69%
June 7, 2018 AC -2.53%
March 15, 2018 AC -4.81% Biggest DOWN
Dec. 6, 2017 AC 0.00%
Aug. 24, 2017 AC -3.70%
June 1, 2017 AC 8.49%
March 1, 2017 AC 0.99%
Dec. 8, 2016 AC 4.90%
Sept. 1, 2016 AC -2.24%
June 2, 2016 AC 4.93%
March 3, 2016 AC 6.35%
Dec. 2, 2015 AC 9.50% Biggest UP
Avg (+ or -) 4.68%
Bias 2.46%, positive bias on earnings.
With stock at 225.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 212.36 to 237.64
Based on AVERAGE move over last 12 quarters: 214.48 to 235.52
Based on MAXIMUM move over last 12 Q’s (9.5%): 203.63 to 246.38
Open for requests on other symbols.
#earnings #shortstrangles FIVE Sold Dec….
#earnings #shortstrangles FIVE
Sold Dec. 21, 85/125 for 1.28, outside the averages, just inside the call max,-thanks for the info Jeff
FIVE earnings analysis
#Earnings $FIVE reports Wednesday afternoon. Below are details on earnings 1-day moves over the last 12 quarters.
Sept. 6, 2018 AC 13.31%
June 6, 2018 AC 21.86% Biggest UP
March 21, 2018 AC 4.20%
Nov. 30, 2017 AC -0.46%
Aug. 30, 2017 AC -3.45% Biggest DOWN
June 1, 2017 AC 0.50%
March 22, 2017 AC 10.80%
Dec. 1, 2016 AC 9.87%
Aug. 31, 2016 AC -1.14%
June 2, 2016 AC 2.07%
March 22, 2016 AC 6.81%
Dec. 3, 2015 AC 5.44%
Avg (+ or -) 6.66%
Bias 5.82%, strong positive bias on earnings.
With stock at 104.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 94.10 to 113.90
Based on AVERAGE move over last 12 quarters: 97.07 to 110.93
Based on MAXIMUM move over last 12 Q’s (17.6%): 81.27 to 126.73
Open for requests on other symbols.
#earnings #shortstrangles DG Closed 101/123…
#earnings #shortstrangles DG #shortstraddle GME
DG Closed 101/123 strangle for .95, sold yesterday for 1.52.
GME November 29, sold 15 straddle for 2.20, bought today for 1.70
LULU date moved
#Earnings $LULU shifting to Thursday after close:
http://investor.lululemon.com/news-releases/news-release-details/lululemon-athletica-inc-announces-date-change-its-third-quarter
#earnings #shortstrangles DG Playing the…
Playing the 5 day averages, sold Dec. 21, 101/123 for 1.52. Thanks Jeff
DG earnings analysis
#Earnings $DG reports ton tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 30, 2018 BO -0.97%
May 31, 2018 BO -9.36%
March 15, 2018 BO 4.75%
Dec. 7, 2017 BO 2.77%
Aug. 31, 2017 BO -5.43%
June 1, 2017 BO 6.54%
March 16, 2017 BO 0.53%
Dec. 1, 2016 BO -4.96%
Aug. 25, 2016 BO -17.62% Biggest DOWN
May 26, 2016 BO 4.61%
March 10, 2016 BO 10.66% Biggest UP
Dec. 3, 2015 BO 4.23%
Avg (+ or -) 6.04%
Bias -0.35%, no significant bias on earnings.
Since it’s only Monday, I checked the 5-day moves… the most down was -15.6%, so less than 1-day, and the most up was 14.1%, more than the 1-day.
With stock at 111.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 103.49 to 118.51
Based on AVERAGE move over last 12 quarters: 104.30 to 117.70
Based on MAXIMUM move over last 12 Q’s (17.6%): 91.44 to 130.56
Open for requests on other symbols.
AZO earnings analysis
#Earnings $AZO reports ton tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters.
Sept. 18, 2018 BO -1.97%
May 22, 2018 BO -9.48%
Feb. 27, 2018 BO -11.06%
Dec. 5, 2017 BO 0.42%
Sept. 19, 2017 BO -5.00%
May 23, 2017 BO -11.84% Biggest DOWN
Feb. 28, 2017 BO -0.58%
Dec. 6, 2016 BO 0.43%
Sept. 22, 2016 BO -0.42%
May 24, 2016 BO 2.47%
March 1, 2016 BO 2.06%
Dec. 8, 2015 BO 5.83% Biggest UP
Avg (+ or -) 4.30%
Bias -2.43%, negative bias on earnings.
Since it’s only Monday, I checked the 5-day moves… the extremes were LOWER than the 1-day moves, meaning extreme 1-day moves tend to fade over the following few days.
With stock at 815.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 771.48 to 858.52
Based on AVERAGE move over last 12 quarters: 779.98 to 850.02
Based on MAXIMUM move over last 12 Q’s (11.8%): 718.50 to 911.50
Open for requests on other symbols.
SPLK earnings
#Earnings Expiring: $SPLK Nov 30th 102/107/109 #BrokenWingButterfly, for a 3.00 credit at Exercise. Bought for 1.60 yesterday. I was trying to close for 3.05 or more, but wasn’t possible after stock moved above 110 and didn’t come back. My broker charges little to none for exercising ITM spreads.
AMBA Earnings
#Earnings – Gave it shot. I’m great at getting stocks to make moves way outside expected. LOL Paying the extra penny to avoid the exercise fees.
Bought to Close AMBA NOV 30 2018 32/34/36 Iron Flies @ 2.01 (sold for 1.73)
#earnings #closing #ironcondor NVDA Nov….
#earnings #closing #ironcondor NVDA
Nov. 15, sold 125/135/255/265 for 1.02. NVDA went as low as 133, now back to 160. Closed today for .62.
#earnings #closing #shortstrangles SPLK Bought…
#earnings #closing #shortstrangles SPLK
Bought strangle for 1.33, sold yesterday for 2.30
AMBA Earnings
#Earnings #IronFlies – Let’s try it again…risk .27 to make 1.72. Two wide on a 3.90 expected move. Low risk, low probability, high reward.
Sold AMBA NOV 30 2018 32/34/36 Iron Flies @ 1.73
SPLK speculative trade
#Earnings Bought to Open $SPLK Nov 30th 102/107/109 #BrokenWingButterfly for 1.60.
This is a bullish trade. Breakeven at 103.60. No upside risk.
Max loss 1.60.
Max gain (if pin at 107) 3.40.
If it explodes above 109 gain will be 1.40.
#earnings #shortstrangles SPLK Sold Dec….
#earnings #shortstrangles SPLK
Sold Dec. 21, 80/120 strangle for 2.30, outside past max moves
SPLK earnings analysis
#Earnings I’m considering a bullish trade on SPLK… it has positive bias on earnings. Possible broken-wing BF with no upside risk.
$SPLK reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
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%
Aug. 25, 2016 AC -10.10% Biggest DOWN
May 26, 2016 AC 2.56%
Feb. 25, 2016 AC 7.73%
Nov. 19, 2015 AC -3.53%
Avg (+ or -) 7.51%
Bias 2.68%, positive bias on earnings.
With stock at 100.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 89.71 to 110.29
Based on AVERAGE move over last 12 quarters: 92.49 to 107. 51
Based on MAXIMUM move over last 12 Q’s (17.9%): 82.11 to 117.89
Open for requests on other symbols.
#earnings #shortstraddle GME Sold Dec….
#earnings #shortstraddle GME
Sold Dec. 21 15 straddle for 2.20, thanks Jeff
DLTR Earnings
#Earnings #IronFlies – Not looking like it’s gonna come back so taking a tiny loss instead of small loss…LOL Now I can try again in something else. On the bright side the pin action is carrying over to DG although I think DG is a much better store. 🙂
Bought to Close DLTR NOV 30 2018 80.5/83.5/86.5 Iron Flies @ 2.70 (sold for 2.59)
GME earnings analysis
#Earnings $GME reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Sept. 6, 2018 AC 0.06%
May 31, 2018 AC 3.93%
March 28, 2018 AC -10.81%
Nov. 21, 2017 AC 3.82%
Aug. 24, 2017 AC -10.92%
May 25, 2017 AC -5.92%
March 23, 2017 AC -13.60% Biggest DOWN
Nov. 22, 2016 AC 8.08% Biggest UP
Aug. 25, 2016 AC -10.63%
May 26, 2016 AC -3.93%
March 24, 2016 AC -0.59%
Nov. 23, 2015 BO -4.20%
Avg (+ or -) 6.37%
Bias -3.73%, significant negative bias on earnings.
With stock at 14.90 the data suggests these ranges.
Based on current IV (expected move per TOS): 13.49 to 16.31
Based on AVERAGE move over last 12 quarters: 13.80 to 15.68
Based on MAXIMUM move over last 12 Q’s (13.6%): 12.74 to 16.74
Open for requests on other symbols.
AMBA earnings analysis
#Earnings $AMBA reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 30, 2018 AC -3.62%
June 5, 2018 AC -12.93%
March 1, 2018 AC 13.46%
Nov. 30, 2017 AC 14.29% Biggest UP
Aug. 31, 2017 AC -22.35% Biggest DOWN
June 6, 2017 AC -10.24%
Feb. 28, 2017 AC -4.42%
Dec. 1, 2016 AC -11.27%
Sept. 1, 2016 AC -6.67%
June 2, 2016 AC 9.39%
March 3, 2016 AC -8.93%
Dec. 3, 2015 AC -1.64%
Avg (+ or -) 9.93%
Bias -3.74%, negative bias on earnings.
With stock at 34.30 the data suggests these ranges.
Based on current IV (expected move per TOS): 29.86 to 38.74
Based on AVERAGE move over last 12 quarters: 31.04 to 37.88
Based on MAXIMUM move over last 12 Q’s (22.4%): 26.76 to 42.16
Open for requests on other symbols.
Earnings today
#Earnings A list of Bistro favorites… AMBA, GME, PANW, SPLK, VMW, WDAY. Not sure if I’ll be trading any, but let me know if you’d like analysis on any or all.
#earnings #shortstrangle DLTR bought strangle…
#earnings #shortstrangle DLTR
bought strangle for .38, sold yesterday for .97.
ANF partially closed
#Earnings #LongStraddle Sold to close $ANF Nov 30th 17 calls for 4.20. Sold half of my position. Holding the other half to see how the morning shakes out. Bought the straddle yesterday for 2.58.
DLTR Earnings
#Earnings #IronFlies – As usual…low risk and low probability but good reward if it works. Risk .41 to make 2.59 playing 3 wide on a 5.90 expected move.
Sold DLTR NOV 30 2018 80.5/83.5/86.5 Iron Flies @ 2.59
ANF trade
#Earnings Bought to open $ANF Nov 30th 17 #LongStraddle for 2.58.
#earnings #shortstrangles DLTR Sold Dec….
#earnings #shortstrangles DLTR
Sold Dec. 21, 70/95 strangle for .97, right at the max 1 day ranges.
DLTR earnings analysis
#Earnings $DLTR reports tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 30, 2018 BO -15.54% Biggest DOWN
May 31, 2018 BO -14.28%
March 7, 2018 BO -14.47%
Nov. 21, 2017 BO 2.41%
Aug. 24, 2017 BO 5.62%
May 25, 2017 BO 0.92%
March 1, 2017 BO 0.20%
Nov. 22, 2016 BO 8.15%
Aug. 25, 2016 BO -9.93%
May 26, 2016 BO 12.77% Biggest UP
March 1, 2016 BO 2.21%
Nov. 24, 2015 BO 6.62%
Avg (+ or -) 7.76%
Bias -1.28%, negative bias on earnings.
With stock at 83.30 the data suggests these ranges.
Based on current IV (expected move per TOS): 77.28 to 89.32
Based on AVERAGE move over last 12 quarters: 75.64 to 88.36
Based on MAXIMUM move over last 12 Q’s (15.5%): 69.26 to 94.74
Open for requests on other symbols.
ANF earnings analysis
#Earnings I’m including this one because of my interest in a long straddle. The cost of an ATM straddle is about 2.60, which would be about a 15% move in the stock, which is its AVERAGE move over recent quarters. I’ll consider whether to sell in the last hour.
$ANF reports tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 30, 2018 BO -17.15%
June 1, 2018 BO -8.72%
March 7, 2018 BO 11.90%
Nov. 17, 2017 BO 23.90%
Aug. 24, 2017 BO 17.06%
May 25, 2017 BO 8.99%
March 2, 2017 BO 13.94%
Nov. 18, 2016 BO -13.76%
Aug. 30, 2016 BO -20.30% Biggest DOWN
May 26, 2016 BO -15.66%
March 2, 2016 BO 3.64%
Nov. 20, 2015 BO 25.03% Biggest UP
Avg (+ or -) 15.00%
Bias 2.41%, positive bias on earnings.
With stock at 17.25 the data suggests these ranges.
Based on current IV (expected move per TOS): 14.60 to 19.90
Based on AVERAGE move over last 12 quarters: 14.66 to 19.84
Based on MAXIMUM move over last 12 Q’s (25.0%): 12.93 to 21.57
Open for requests on other symbols.
CRM closed
#Earnings Closed $CRM 138/143 call spreads for .51. Closed short 118 puts for .04. Leaving long 113 puts as lottery ticket.
Condors sold yesterday for 1.09.
#earnings #closing #shortstrangles WB CRM Yesterday…
#earnings #closing #shortstrangles WB
WB Yesterday sold Dec. 21, 45/75 strangle for 1.45, bought today for .70.
CRM Yesterday sold Dec. 21, 105/145 strangle for 1.73, bought today for 1.20.
I’ve been using max move strikes from Jeff’s info, going out in time to get over 1.00 in premium, just a couple have bombed.
Closed Z door
#Earnings #Assignment Closed remaining $Z stock, selling at 34.90. Cost basis 32.55. Waited for a couple weeks for stock to return to profit zone, and exited all this week.
CRM trade
#Earnings Sold to Open $CRM Nov 30th 113/118/138/143 condors for 1.09. Leans slightly bullish.
#earnings #shortstrangles CRM Sold Dec….
Sold Dec. 21, 105/145 for 1.73, thanks again Jeff.
#earnings #shortstrangles WB Sold Dec….
#earnings #shortstrangles WB
Sold Dec. 21, 45/75 for 1.45, thanks for the data Jeff.
Sold more Z
#Earnings #Assignment Sold more $Z stock at 33.50. Assigned with cost basis of 32.55.
WB earnings analysis
#Earnings $WB reports tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 8, 2018 BO -4.04%
May 9, 2018 BO -14.19%
Feb. 13, 2018 BO 9.59%
Nov. 7, 2017 BO 0.07%
Aug. 9, 2017 BO 1.12%
May 16, 2017 BO 24.96% Biggest UP
Feb. 22, 2017 AC -16.01% Biggest DOWN
Nov. 21, 2016 AC 7.34%
Aug. 8, 2016 AC 12.48%
May 11, 2016 AC -1.12%
March 2, 2016 AC 9.48%
Nov. 18, 2015 AC 1.98%
Avg (+ or -) 8.53%
Bias 2.64%, positive bias on earnings.
With stock at 59.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 52.46 to 65.54
Based on AVERAGE move over last 12 quarters: 53.97 to 64.03
Based on MAXIMUM move over last 12 Q’s (25.0%): 44.27 to 73.73
Open for requests on other symbols.
CRM earnings analysis
#Earnings $CRM reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 29, 2018 AC -1.71%
May 29, 2018 AC 1.90%
Feb. 28, 2018 AC 2.73%
Nov. 21, 2017 AC -1.81%
Aug. 22, 2017 AC 0.12%
May 18, 2017 AC -0.39%
Feb. 28, 2017 AC 3.02%
Nov. 17, 2016 AC 3.43%
Aug. 31, 2016 AC -4.41% Biggest DOWN
May 18, 2016 AC 4.13%
Feb. 24, 2016 AC 11.03% Biggest UP
Nov. 18, 2015 AC 4.25%
Avg (+ or -) 3.24%
Bias 1.86%, positive bias on earnings.
With stock at 124.50 the data suggests these ranges.
Based on current IV (expected move per TOS): 115.24 to 133.76
Based on AVERAGE move over last 12 quarters: 120.46 to 128.54
Based on MAXIMUM move over last 12 Q’s (11.0%): 110.77 to 138.23
Open for requests on other symbols.
Sold Z stock
#Earnings #Assignment Sold to close $Z stock for 32.80. Was assigned with a cost basis of 32.55. Sold a 4th of my position now. Will look for higher prices near the close or tomorrow to sell more. No desire to be long or sell calls.
ADSK earnings analysis
#Earnings $ADSK reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Decent premium available outside the recent maximum moves.
Aug. 23, 2018 AC 15.32% Biggest UP
May 24, 2018 AC -4.44%
March 6, 2018 AC 14.87%
Nov. 28, 2017 AC -15.85% Biggest DOWN
Aug. 24, 2017 AC 3.94%
May 18, 2017 AC 14.69%
March 2, 2017 AC -2.29%
Nov. 29, 2016 AC -3.52%
Aug. 25, 2016 AC 8.11%
May 19, 2016 AC -2.31%
Feb. 25, 2016 AC 3.58%
Nov. 19, 2015 AC -2.94%
Avg (+ or -) 7.66%
Bias 2.43%, positive bias on earnings.
With stock at 122.50 the data suggests these ranges.
Based on current IV (expected move per TOS): 109.95 to 135.05
Based on AVERAGE move over last 12 quarters: 113.25 to 132.03
Based on MAXIMUM move over last 12 Q’s (15.9%): 103.20 to 142.08
Open for requests on other symbols.
#earnings #shortstrangles DE Sold Dec….
Sold Dec. 21 115/165 for 1.53, DE is at 138.
TGT earnings
#Earnings #PreEarnings Well, this was my only attempt since early October at long calls leading up to earnings. Aaaaand, face plant.
#earnings #shortstrangles AMAT Yesterday sold…
#earnings #shortstrangles AMAT
Yesterday sold Dec. 21 , 29/39 strangle for 1.01, bought today for .61
NVDA earnings trade
#Earnings Sold to Open $NVDA Nov 16th 185/180 put spreads for 1.11. Short strike is -7.7% OTM, and NVDA biggest downside move was -5.3% (in last 12 quarters)
#earnings NVDA AMAT NVDA sold…
#earnings NVDA AMAT
NVDA sold Dec. 21, 125/135/255/265 #ironcondor for 1.02
AMAT sold Dec. 21, 29/39 #shortstrangles for 1.01
Thanks for the data Jeff
AMAT earnings analysis
#Earnings $AMAT reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 16, 2018 AC -7.71%
May 17, 2018 AC -8.24% Biggest DOWN
Feb. 14, 2018 AC 3.89%
Nov. 16, 2017 AC -2.33%
Aug. 17, 2017 AC 2.73%
May 18, 2017 AC 0.38%
Feb. 15, 2017 AC -0.87%
Nov. 17, 2016 AC 0.03%
Aug. 18, 2016 AC 7.08%
May 19, 2016 AC 13.81% Biggest UP
Feb. 18, 2016 AC 7.04%
Nov. 12, 2015 AC 4.29%
Avg (+ or -) 4.87%
Bias 1.68%, positive bias on earnings.
With stock at 34.20 the data suggests these ranges.
Based on current IV (expected move per TOS): 31.62 to 36.78
Based on AVERAGE move over last 12 quarters: 32.55 to 35.89
Based on MAXIMUM move over last 12 Q’s (13.8%): 29.49 to 38.95
Open for requests on other symbols.
#earnings #closing #shortstrangles CSCO Yesterday…
#earnings #closing #shortstrangles #shortstraddle CSCO TEVA
CSCO Yesterday sold Dec. 41/49 strangle for 1.15, bought today for .74
TEVA October 31, sold a Nov. 20 straddle, had rolled the call to Dec. closed today for a grand total profit of $8.95 on the last couple day’s descent.
NVDA earnings analysis
#Earnings $NVDA reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
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% Biggest DOWN
May 9, 2017 AC 17.82%
Feb. 9, 2017 AC -2.37%
Nov. 10, 2016 AC 29.80% Biggest UP
Aug. 11, 2016 AC 5.59%
May 12, 2016 AC 15.20%
Feb. 17, 2016 AC 8.60%
Nov. 5, 2015 AC 13.85%
Avg (+ or -) 9.80%
Bias 7.34%, strong positive bias on earnings.
With stock at 200.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 179.14 to 220.86
Based on AVERAGE move over last 12 quarters: 180.41 to 216.59
Based on MAXIMUM move over last 12 Q’s (29.8%): 140.40 to 259.60
NOTE: the max move down (-5.3%) is dwarfed by the max move up (+29.8%).
Open for requests on other symbols.
#earnings #shortstrangles CSCO Sold Dec….
#earnings #shortstrangles CSCO
Sold Dec. 21 41/49 strangle for 1.15, just outside the max moves, thanks Jeff.
CSCO earnings analysis
#Earnings $CSCO reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
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% Biggest DOWN
Feb. 15, 2017 AC 2.37%
Nov. 16, 2016 AC -4.81%
Aug. 17, 2016 AC -0.78%
May 18, 2016 AC 3.18%
Feb. 10, 2016 AC 9.64% Biggest UP
Nov. 12, 2015 AC -5.82%
Avg (+ or -) 4.54%
Bias 0.14%, no significant bias on earnings.
With stock at 45.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 42.29 to 47.71
Based on AVERAGE move over last 12 quarters: 42.96 to 47.04
Based on MAXIMUM move over last 12 Q’s (9.6%): 40.66 to 49.34
Open for requests on other symbols.
WMT earnings analysis
#Earnings $WMT reports tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters.
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%
Aug. 18, 2016 BO 1.87%
May 19, 2016 BO 9.58%
Feb. 18, 2016 BO -3.01%
Nov. 17, 2015 BO 3.54%
Avg (+ or -) 5.10%
Bias 1.81%, positive bias on earnings.
With stock at 102.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 96.98 to 107.02
Based on AVERAGE move over last 12 quarters: 96.80 to 107.20
Based on MAXIMUM move over last 12 Q’s (10.9%): 90.89 to 113.11
Open for requests on other symbols.
NTES earnings analysis
#Earnings $NTES reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 8, 2018 AC -10.96%
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%
Aug. 17, 2016 AC -2.67%
May 11, 2016 AC 0.43%
Feb. 24, 2016 AC -14.80% Biggest DOWN
Nov. 11, 2015 AC 2.17%
Avg (+ or -) 7.21%
Bias -3.12%, negative bias on earnings.
With stock at 219.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 202.42 to 235.58
Based on AVERAGE move over last 12 quarters: 203.22 to 234.78
Based on MAXIMUM move over last 12 Q’s (14.8%): 186.59 to 251.41
Open for requests on other symbols.
#earnings #closing #shortstraddle M Bought…
#earnings #closing #shortstraddle M
Bought straddle for 4.15, sold yesterday for 4.98.
TGT 3rd batch
#Earnings BTO $TGT Nov 23rd 89 calls for 1.05. Avg price on full position: 1.31.
This market is NOT allowing these trades to work. This is supposed to be closed before earnings, so next Monday (earnings Tues morn). We’ll have to see market strength into the weekend for this to have a shot.
#earnings #shortstraddle M Sold Dec….
#earnings #shortstraddle M
Sold Dec. 21, 36 straddle for 4.98, M is at 36.08, a little risky but a low priced stock.
M reports in the morning
#Earnings I missed this on my side chart: $M (Macy’s) reports Wednesday morning.
#earnings #rolling TEVA October 31,…
HD earnings analysis
#Earnings $HD reports tomorrow morning. Below are details on earnings 1-day moves over the last 12 quarters. (I checked 5-day moves and the only value higher than those below was a +7% move for Nov 2015)
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%
May 16, 2017 BO 0.59%
Feb. 21, 2017 BO 1.41%
Nov. 15, 2016 BO -2.56%
Aug. 16, 2016 BO -0.60%
May 17, 2016 BO -2.46%
Feb. 23, 2016 BO 1.36%
Nov. 17, 2015 BO 4.41%
Avg (+ or -) 1.66%
Bias -0.10%, no significant bias on earnings.
With stock at 185.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 176.22 to 193.78
Based on AVERAGE move over last 12 quarters: 181.92 to 188.08
Based on MAXIMUM move over last 12 Q’s (4.4%): 176.84 to 193.16
Open for requests on other symbols.
Expirations and Trade
Been off the grid for the last two weeks.
Started up again this week.
Glad to be back in the bistro.
#optionsexpiration
$SPX 2745/2755 BUPS Inspired by @jeffcp66. Thank you.
$WTW 72 calls (covered) Still own stock at rock bottom price 😉
$BABA 155 calls (covered)
$AAPL 207.5 calls (covered)
#earnings
$TWLO 60/83 strangle STO @ 2.23 BTC @ 8.00
$Z 34/47 strangle STO @ 1.50 Will be assigned shares at 34 Basis 32.5
Trade
$AMZN STO 11/16 1575/1625 BUPS at 5.50 Thank you @ramie77
Great weekend to all and thanks to all the veterans who served our country.
#earnings #ironbutterfly #closing DIS Yesterday…
#earnings #ironbutterfly #closing DIS
Yesterday sold Nov. 16, 105/115/115/125 for 4.27, essentially a straddle with protection, bought to close the shorts for 3.66. Leaving the longs that are with about 2.00 each, Disney lotto, stock is at 117.
DIS closed
#Earnings Sold to close $DIS Nov 9th 116/118/119 #BrokenWingButterfly for 1.39. Bought yesterday for .70. Hovering around my center strike, so closing before it drifts too far away.
Z covered calls sold
#Earnings #Assignment #CoveredCalls Sold to open $Z Nov 30th 30 covered calls for 1.55.
I’ll be assigned the stock via 34 puts this weekend. This sale will put my cost basis at 31.00, so if called away it will be a 1.00 loss on the trade, which is okay, but hopefully I can get one more call sale in to profit.
TTD closed
#Earnings BTC $TTD Nov 9th 100 puts for .20. The 100/90 put spreads sold yesterday for 1.75.
TTD earnings
#Earnings Sold to Open $TTD Nov 9th 100/90 put spreads for 1.75. Had this order in and it filled right before the bell. Stock just dropped after the bell, 100.50 the low (so far)!
I was trying for $YELP long straddle but didn’t want to pay over 6.20, so no fill. Now I can see it dropped 12.00 so it would have been a nice winner. Dick for a tick!
#earnings #ironbutterfly DIS Sold Nov….
#earnings #ironbutterfly DIS
Sold Nov. 16, 105/115/115/125 for 4.27, thanks for the data Jeff.
YELP earnings analysis
#Earnings $YELP reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 8, 2018 AC 26.65%
May 10, 2018 AC -7.81%
Feb. 7, 2018 AC -14.04%
Nov. 1, 2017 AC -0.10%
Aug. 3, 2017 AC 27.66% Biggest UP
May 9, 2017 AC -18.35% Biggest DOWN
Feb. 9, 2017 AC -13.64%
Nov. 2, 2016 BO 9.94%
Aug. 9, 2016 AC 12.83%
May 5, 2016 AC 23.71%
Feb. 8, 2016 AC -2.30%
Oct. 28, 2015 AC 3.98%
Avg + or – 13.42%
Bias 4.04%, a slight positive bias on earnings.
With stock at 44.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 38.07 to 49.93
Based on AVERAGE move over last 12 quarters: 38.44 to 50.36
Based on MAXIMUM move over last 12 Q’s (27.7%): 32.12 to 56.68
I have more than once bought straddles and profited from this. More than a double on August’s earnings. Even if it opens flat you can get out with a small loss or breakeven. However, I’m seeing today’s straddle is going for about 6.00, which is over a dollar more than I paid in August. I’ll be considering it at day’s end.
Open for requests on other symbols.
TTD earnings analysis
#Earnings This is a fairly new issue (oldest earnings date is Nov 2016). It has had huge moves up but minimal moves down. I’m looking at selling the 100 puts, since that’s farther down than its biggest drop. Unless somebody warns me off it!
$TTD reports tonight. Below are details on earnings 1-day moves over the last 8 quarters (its entire history).
Aug. 9, 2018 AC 37.13%
May 10, 2018 AC 43.39% Biggest UP
Feb. 22, 2018 AC 23.84%
Nov. 9, 2017 AC -13.96% Biggest Down
Aug. 10, 2017 AC 8.76%
May 11, 2017 AC 30.10%
Feb. 16, 2017 AC -2.84%
Nov. 10, 2016 AC 8.62%
Avg + or – 21.08%
Bias 16.88%, huge positive bias on earnings.
With stock at 127.80 the data suggests these ranges.
Based on current IV (expected move per TOS): 105.08 to 150.52
Based on AVERAGE move over last 12 quarters: 100.86 to 154.74
Based on MAXIMUM move over last 12 Q’s (43.4%): 72.35 to 183.25
Open for requests on other symbols.
DIS earnings trade
#Earnings Not a big mover… I’m slightly bullish looking at the chart so doing a low risk #BrokenWingButterfly.
Bought to open $DIS Nov 9th 116/118/119 call butterfly for .70. No upside risk. Breakeven around 116.80. Max profit around 70%.
DIS earnings analysis
#Earnings $DIS reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
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
Aug. 9, 2016 AC 1.23%
May 10, 2016 AC -4.04% Biggest DOWN
Feb. 9, 2016 AC -3.75%
Nov. 5, 2015 AC 2.36%
Avg + or – 2.30%
Bias -0.89%, slight negative bias on earnings.
With stock at 116.5 the data suggests these ranges.
Based on current IV (expected move per TOS): 113.02 to 119.98
Based on AVERAGE move over last 12 quarters: 113.82 to 119.18
Based on MAXIMUM move over last 12 Q’s (4.0%): 111.79 to 119.83
Open for requests on other symbols.
ATVI earnings analysis
#Earnings $ATVI reports tonight. Below are details on earnings 1-day moves over the last 12 quarters.
Aug. 2, 2018 AC -3.69%
May 3, 2018 AC 4.51%
Feb. 8, 2018 AC 1.90%
Nov. 2, 2017 AC -3.43%
Aug. 3, 2017 AC -3.06%
May 4, 2017 AC 1.37%
Feb. 9, 2017 AC 18.87% Biggest UP
Nov. 3, 2016 AC -3.85%
Aug. 4, 2016 AC -0.66%
May 5, 2016 AC 8.47%
Feb. 11, 2016 AC -7.86% Biggest DOWN
Nov. 3, 2015 AC 3.26%
Avg + or – 5.08%
Bias 1.32%, positive bias on earnings.
With stock at 63.00 the data suggests these ranges.
Based on current IV (expected move per TOS): 58.59 to 67.41
Based on AVERAGE move over last 12 quarters: 59.80 to 66.20
Based on MAXIMUM move over last 12 Q’s (18.9%): 51.11 to 74.89
NOTE: The 18.9% up move is an outlier. It’s the biggest move going all the way back to 2002. So if you remove the outlier, the MAX is 8.5%, which would indicate a range of 57.66 to 68.34.
Open for requests on other symbols.
ROKU Earnings
#Earnings #ShortStrangles – Out at even. Any little bounce tomorrow and it might have been a decent winner but I’ll run while I can and look to re-load. Still a great year in this ticker. 6-0-1 now 🙂 🙂
Bought to Close 1 ROKU NOV 9 2018 50.0/70.0 Strangle @2.47 (sold for 2.54)
TWLO
#Earnings – I’m out taking max loss of .74 on a one lot. Assigned short shares overnight that I covered in pre-market. Sold the long call side at the open. Loss was slightly more than .74 with exercise fee and commissions.
Closed TWLO NOV 9 2018 66.0/71.0/76.0 Iron Fly
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