#CoveredCalls #BullPutSpreads #Earnings
NVDA: Earnings down to the wire but went out worthless
MAY 22 2020 360.0/355.0 Bull Put Spread @ 2.65 (expired)
SPY: Down to the wire but had to roll (covered)
Rolled SPY MAY 22 2020 295.0 Call to MAY 27 2020 295.0 Call @ 2.20 credit (4.65 total now)
TNA: Rolled out a week and up a little (covered)
Rolled TNA MAY 22 2020 20.0 Calls to MAY 29 2020 20.5 Calls @ .12 credit
#Earnings $AZO reports Tuesday morning before the bell. Options trades need to be placed today to capture any earnings move. Below are details on earnings one-day moves over the last 12 quarters.
March 3, 2020 BO -2.11%
Dec. 10, 2019 BO +6.92% Biggest UP
Sept. 24, 2019 BO -4.41%
May 21, 2019 BO +5.56%
Feb. 26, 2019 BO +5.10%
Dec. 4, 2018 BO +6.74%
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
Avg (+ or -) 5.88%
Bias -1.76%, negative bias on earnings.
With stock at 1100.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1025.76 to 1174.24 (+/- 6.7%)
Based on AVERAGE one-day move over last 12 quarters: 1035.27 to 1164.73
Based on MAXIMUM one-day move over last 12 Q’s (11.8%): 969.76 to 1230.24
Based on UP max only (+6.9%): 1176.12
NOTE: 5-day historical maximums are +5.7 and -9.9%. So LESS than the one day moves on both sides, meaning the big one day moves were somewhat retraced 5 days after earnings.
Open to requests for other symbols.
#Earnings Bought to close $EXPE May 22nd 79 calls for .10. 79/81 call spreads sold Wednesday for .90.
#Earnings $NVDA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 13, 2020 AC +7.02%
Nov. 14, 2019 AC -2.66%
Aug. 15, 2019 AC +7.25%
May 16, 2019 AC -2.28%
Feb. 14, 2019 AC +1.81%
Nov. 15, 2018 AC -18.75% Biggest DOWN
Aug. 16, 2018 AC -4.90%
May 10, 2018 AC -2.15%
Feb. 8, 2018 AC +6.69%
Nov. 9, 2017 AC +5.26%
Aug. 10, 2017 AC -5.32%
May 9, 2017 AC +17.82% Biggest UP
Avg (+ or -) 6.83%
Bias 0.82%, positive bias on earnings.
With stock at 356.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 330.23 to 381.77 (+/- 7.2%)
Based on AVERAGE one-day move over last 12 quarters: 331.70 to 380.30
Based on MAXIMUM one-day move over last 12 Q’s (18.8%): 289.25 to 422.75
Based on UP max only (+17.8%): 419.44
Open to requests for other symbols.
May 19 sold #jadelizard for 2.59, bought today for 2.07
June 19, 105/119/121
Sold to Open $EXPE May 22nd 79/81 call spreads for .90. Risking 1.10.
#coveredcalls #assignment WBA #earnings #closing TGT
WBA May 15, bought 100 shares at 37.96 and sold a May 29 38 call for 1.01. I was assigned yesterday, thought I was safe but no harm.
TGT Yesterday sold June 15 110/140 strangle for 2.16, bought today for 1.61
#earnings RCL
One last trade as we cruise into the close of the market
Sold a June 19, 31.50/43/45 #jadelizard for 2.16
#earnings LOW #shortputs VFC
VFC sold May 29, 52.50 put for .70
LOW Sold June 19 105/119/121 #jadelizard for 2.59
Sold June 19, 110/140 for 2.16
WMT bought #jadelizard for 1.68, sold yesterday for 2.09
KSS bought #shortstraddle for 3.72, sold yesterday for 4.22
#Earnings Sold to close $KSS May 22nd 19 puts for 1.45. Bought yesterday for 1.40. Didn’t get the big drop I was betting on so happy to pretend it never happened.
Sold June 19, 19 straddle for 4.22.
Thanks for the data Jeff
#Earnings $KSS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
March 3, 2020 BO -2.62%
Nov. 19, 2019 BO -19.48% Biggest DOWN
Aug. 20, 2019 BO -6.88%
May 21, 2019 BO -12.33%
March 5, 2019 BO +7.31% Biggest UP
Nov. 20, 2018 BO -9.22%
Aug. 21, 2018 BO +1.71%
May 22, 2018 BO -7.42%
March 1, 2018 BO -5.05%
Nov. 9, 2017 BO +0.93%
Aug. 10, 2017 BO -5.79%
May 11, 2017 BO -7.83%
Avg (+ or -) 7.21%
Bias -5.56%, strongly negative bias on earnings.
With stock at 19.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 16.45 to 21.55 (+/- 13.4%)
Based on AVERAGE one-day move over last 12 quarters: 17.63 to 20.37
Based on MAXIMUM one-day move over last 12 Q’s (19.5%): 15.30 to 22.70
Based on UP max only (+7.3%): 20.39
NOTE: 5-day historical maximums are +2.5 and -19.5%. So positive move is LESS and negative move is the same.
Open to requests for other symbols.
#Earnings $HD reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 25, 2020 BO -0.96%
Nov. 19, 2019 BO -5.43% Biggest DOWN
Aug. 20, 2019 BO +4.39% Biggest UP
May 21, 2019 BO +0.26%
Feb. 26, 2019 BO -0.88%
Nov. 13, 2018 BO -0.23%
Aug. 14, 2018 BO -0.53%
May 15, 2018 BO -1.62%
Feb. 20, 2018 BO -0.13%
Nov. 14, 2017 BO +1.63%
Aug. 15, 2017 BO -2.65%
May 16, 2017 BO +0.59%
Avg (+ or -) 1.61%
Bias -0.46%, negative bias on earnings.
With stock at 247.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 232.83 to 261.17 (+/- 5.7%)
Based on AVERAGE one-day move over last 12 quarters: 243.03 to 250.97
Based on MAXIMUM one-day move over last 12 Q’s (5.4%): 233.59 to 260.41
Based on UP max only (+4.4%): 257.84
NOTE: 5-day historical maximums are +4.6 and -9.2%. So positive move is the same but it has moved to the downside further in 5 days versus one day.
Open to requests for other symbols.
#earnings #jadelizard WMT
Sold June 19, 116/128/130 jade lizard for 2.09
#Earnings $AMAT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 12, 2020 AC +3.05%
Nov. 14, 2019 AC +8.95% Biggest UP
Aug. 15, 2019 AC -1.12%
May 16, 2019 AC +2.49%
Feb. 14, 2019 AC -3.95%
Nov. 15, 2018 AC +1.08%
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%
Avg (+ or -) 3.83%
Bias -0.07%, no significant bias on earnings.
With stock at 52.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 49.22 to 54.78 (+/- 5.3%)
Based on AVERAGE one-day move over last 12 quarters: 50.01 to 53.99
Based on MAXIMUM one-day move over last 12 Q’s (9.0%): 47.35 to 56.65
Based on DOWN max only (-8.2%): 47.72
Open to requests for other symbols.
#earnings #shortputs
$CODX BTC 5/15 14 put and STO 6/19 15 put for added credit of 2.65
#shortputs #earnings
$NVAX STO 5/15 19.50 put at 1.10
#Earnings – I normally don’t do this but they never really took any heat so let ’em run the distance…
Expired:
OLED 135.0/155.0/157.5 Jade Lizard (sold for 2.55)
ROKU 123.0 Put (sold for 2.20)
#ShortPuts #Earnings – I’ve got some DITM covered calls in this so wouldn’t mind a pullback. Come and get it! LOL
Sold ROKU MAY 8 2020 123.0 Put @ 2.20
#JadeLizards #Earnings – Throwing one out there. Put side is outside the expected move and below the 50 day ma with no upside risk.
Sold OLED MAY 8 2020 135.0/155.0/157.5 Jade Lizard @ 2.55
#earnings UBER
Sold May 15, 28/30 #putratiospread for .32
#BearCallSpreads #Earnings – Sold these ITM and got a nice move. I’ll take it here and not be greedy…even though it’s coming out of a nice squeeze.
Bought to Close SPCE MAY 8 2020 19.0/16.0 Bull Put Spreads @ .60 (sold for 1.80)
#ShortPuts #Earnings #OneNightStand – See ya next time…
Bought to Close SQ MAY 15 2020 60.0 Puts @ .20 (sold for .85)
#Earnings $OLED reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 20, 2020 AC -2.46%
Oct. 30, 2019 AC +15.27%
Aug. 1, 2019 AC -1.64%
May 2, 2019 AC +8.76%
Feb. 21, 2019 AC +23.03%
Nov. 1, 2018 AC -20.50% Biggest DOWN
Aug. 9, 2018 AC +13.54%
May 3, 2018 AC +12.43%
Feb. 22, 2018 AC -15.81%
Nov. 2, 2017 AC +9.52%
Aug. 3, 2017 AC -1.30%
May 4, 2017 AC +23.87% Biggest UP
Avg (+ or -) 12.34%
Bias 5.39%, strong positive bias on earnings.
With stock at 150.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 135.19 to 164.81 (+/- 9.9%)
Based on AVERAGE one-day move over last 12 quarters: 131.48 to 168.52
Based on MAXIMUM one-day move over last 12 Q’s (23.9%): 114.20 to 185.81
Based on DOWN max only (-20.5%): 119.25
Open to requests for other symbols.
#ShortPuts #Earnings – Closing AAPL and adding SQ. Out a week for a little more safety…
Bought to Close AAPL MAY 15 2020 265.0 Put @ .35 (sold for 2.25)
Sold SQ MAY 15 2020 60.0 Puts @ .85
#Earnings $SQ reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 26, 2020 AC +3.55%
Nov. 6, 2019 AC +5.00%
Aug. 1, 2019 AC -14.05% Biggest DOWN
May 1, 2019 AC -7.98%
Feb. 27, 2019 AC +2.42%
Nov. 7, 2018 AC -9.02%
Aug. 1, 2018 AC +8.65%
May 2, 2018 AC +1.13%
Feb. 27, 2018 AC +0.30%
Nov. 8, 2017 AC +3.40%
Aug. 2, 2017 AC -4.68%
May 3, 2017 AC +8.86% Biggest UP
Avg (+ or -) 5.75%
Bias -0.20%, slight negative bias on earnings.
With stock at 69.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 63.23 to 74.77 (+/- 8.4%)
Based on AVERAGE one-day move over last 12 quarters: 65.03 to 72.97
Based on MAXIMUM one-day move over last 12 Q’s (14.1%): 59.31 to 78.69
Based on UP max only (+8.9%): 75.11
Open to requests for other symbols.
#earnings #longputspread #hedge DIS
Bought a 105/100 May 15 put spread for 1.99 against a rolled June 19, 100/110 short put spread, DIS is around 104.
Thanks for the data Jeff.
#Earnings $DIS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 4, 2020 AC -2.32%
Nov. 7, 2019 AC +3.76% Biggest UP
Aug. 6, 2019 AC -4.94% Biggest DOWN
May 8, 2019 AC -1.03%
Feb. 5, 2019 AC -1.10%
Nov. 8, 2018 AC +1.72%
Aug. 7, 2018 AC -2.21%
May 8, 2018 AC -1.78%
Feb. 6, 2018 AC -1.32%
Nov. 9, 2017 AC +2.04%
Aug. 8, 2017 AC -3.87%
May 9, 2017 AC -2.15%
Avg (+ or -) 2.35%
Bias -1.10%, negative bias on earnings.
With stock at 105.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 97.71 to 112.29 (+/- 6.9%)
Based on AVERAGE one-day move over last 12 quarters: 102.53 to 107.47
Based on MAXIMUM one-day move over last 12 Q’s (4.9%): 99.81 to 110.19
Based on UP max only (+3.8%): 108.95
NOTE: Expected move into Friday expiration is much higher than historical moves.
Open to requests for other symbols.
#BullPutSpreads #Earnings – Jumping back into this one after stock getting called away over the weekend. Earnings not until tomorrow afternoon but with the stock down a little today I’m selling early.
Sold SPCE MAY 8 2020 19.0/16.0 Bull Put Spreads @ 1.80
#Earnings $REGN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 6, 2020 BO +4.75%
Nov. 5, 2019 BO +6.93%
Aug. 6, 2019 BO +0.23%
May 7, 2019 BO -6.34% Biggest DOWN
Feb. 6, 2019 BO -3.43%
Nov. 6, 2018 BO +0.75%
Aug. 2, 2018 BO +6.99% Biggest UP
May 3, 2018 BO -1.25%
Feb. 8, 2018 BO -3.58%
Nov. 8, 2017 BO +2.66%
Aug. 3, 2017 BO -2.03%
May 4, 2017 BO +6.70%
Avg (+ or -) 3.80%
Bias 1.03%, positive bias on earnings.
With stock at 540.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 509.48 to 570.52 (+/- 5.7%)
Based on AVERAGE one-day move over last 12 quarters: 519.46 to 560.54
Based on MAXIMUM one-day move over last 12 Q’s (7.0%): 502.25 to 577.75
Based on DOWN max only (-6.3%): 505.76
NOTE: 5-day max moves are -9.1% and +9.9%.
Open to requests for other symbols.
#Earnings Bought to close $AMZN 2325/2320 put spreads for 4.70. Sold for 1.50 yesterday.
Finally, the market seems to be doing what it should have been doing for weeks… dropping. Of course it was right after I decided to take bullish earnings trades! At least I got out of TSLA, but saving a few pennies by dumping out before expiration on this one. Not sure if I’m going to roll or just accept the loss. Gotta deal with my threatened SPX puts for now.
#Earnings Things looking a bit murky today, so closed $TSLA May 1st 720/715 put spreads for .30. Sold for 1.25 on Wednesday. Also have $AMZN put spread currently ATM.
#earnings #ironcondor AAPL
Sold May 15, 260/265/315/320 for 1.19
#ShortPuts #Earnings – Going out to the monthlies just above the 200ma.
Sold AAPL MAY 15 2020 265.0 Put @ 2.25
#Earnings
Sold to Open $AMZN May 1st 2325/2320 put spreads for 1.50. With stock at 2430, that’s 4.3% OTM.
#earnings UAL
Sold May 15, 23.50/37 strangle for 1.00
Sold May 15, 750/800 #bullcallspreads for 29.94, bought Tuesday for 23. Woulda coulda shoulda, decided to take the profit, 2 trades left.
#Earnings $AAPL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 28, 2020 AC +2.09%
Oct. 30, 2019 AC +2.26%
July 30, 2019 AC +2.04%
April 30, 2019 AC +4.90%
Jan. 29, 2019 AC +6.83% Biggest UP
Nov. 1, 2018 AC -6.63% Biggest DOWN
July 31, 2018 AC +5.89%
May 1, 2018 AC +4.41%
Feb. 1, 2018 AC -4.33%
Nov. 2, 2017 AC +2.61%
Aug. 1, 2017 AC +4.72%
May 2, 2017 AC -0.30%
Avg (+ or -) 3.92%
Bias 2.04%, strongly positive bias on earnings.
With stock at 292.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 279.77 to 305.23 (+/- 4.4%)
Based on AVERAGE one-day move over last 12 quarters: 281.04 to 303.96
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 272.52 to 312.48
Based on DOWN max only (-6.6%): 273.11
Open to requests for other symbols.
#Earnings $AMZN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 30, 2020 AC +7.37%
Oct. 24, 2019 AC -1.09%
July 25, 2019 AC -1.55%
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%
Avg (+ or -) 4.09%
Bias 1.04%, positive bias on earnings.
With stock at 2430.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 2276.91 to 2583.09 (+/- 6.3%)
Based on AVERAGE one-day move over last 12 quarters: 2330.53 to 2529.47
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 2109.00 to 2751.00
Based on DOWN max only (-7.8%): 2240.22
Open to requests for other symbols.
#ShortPuts #Earnings – Bought to Close TSLA MAY 15 2020 525.0 Put @ .90 (sold for 3.40)
#Earnings #JadeLizards – Beer money…
Bought to Close FB MAY 1 2020 185.0/200.0/202.5 Jade Lizard @ 2.02 (sold for 3.05)
#ShortPuts #Earnings – Hesitated posting this because it could be crazy. I’ve got a DITM covered call in this thing that’s going to need a pullback to help with the roll. What’s a great way to get a pullback? Add a (sort of) long position… 🙂 Closed a bunch of SPY this week so have some spare buying power but this does get me overweight in this ticker.
Going out to May monthly selling twice the expected move and down where my covered call got run over…
Sold TSLA MAY 15 2020 525.0 Put @ 3.40
#Earnings #JadeLizards – Throwing a lizard out there for fun.
Sold FB MAY 1 2020 185.0/200.0/202.5 Jade Lizard @ 3.05
#Earnings Sold to Open $TSLA May 1st 720/715 put spreads for 1.25, when stock is at 787.00. -8.5% OTM. Frankly, I’m too nervous to sell the call side. In October, it was up 17.7% after one day, but 28.8% after 3 days.
#Earnings $TSLA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 29, 2020 AC +10.29%
Oct. 23, 2019 AC +17.66% Biggest UP
July 24, 2019 AC -13.61% Biggest DOWN
April 24, 2019 AC -4.26%
Jan. 30, 2019 AC -0.56%
Oct. 24, 2018 AC +9.13%
Aug. 1, 2018 AC +16.18%
May 2, 2018 AC -5.54%
Feb. 7, 2018 AC -8.62%
Nov. 1, 2017 AC -6.79%
Aug. 2, 2017 AC +6.50%
May 3, 2017 AC -5.00%
Avg (+ or -) 8.68%
Bias 1.28%, positive bias on earnings.
With stock at 792.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 705.26 to 878.74 (+/- 11.0%)
Based on AVERAGE one-day move over last 12 quarters: 723.27 to 860.73
Based on MAXIMUM one-day move over last 12 Q’s (17.7%): 652.13 to 931.87
Based on DOWN max only (-13.6%): 684.21
Open to requests for other symbols.
#Earnings $FB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 29, 2020 AC -6.13%
Oct. 30, 2019 AC +1.80%
July 24, 2019 AC -1.93%
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%
Avg (+ or -) 5.60%
Bias 0.65%, positive bias on earnings.
With stock at 194.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 181.69 to 206.31 (+/- 6.3%)
Based on AVERAGE one-day move over last 12 quarters: 183.13 to 204.87
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 157.22 to 230.78
Based on UP max only (+10.8%): 214.97
Open to requests for other symbols.
#Earnings $AMD reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 28, 2020 AC -5.97%
Oct. 29, 2019 AC +0.30%
July 30, 2019 AC -10.09%
April 30, 2019 AC -2.96%
Jan. 29, 2019 AC +19.94% Biggest UP
Oct. 24, 2018 AC -15.44%
July 25, 2018 AC +14.33%
April 25, 2018 AC +13.69%
Jan. 30, 2018 AC +6.75%
Oct. 24, 2017 AC -13.47%
July 25, 2017 AC +4.60%
May 1, 2017 AC -24.22% Biggest DOWN
Avg (+ or -) 10.98%
Bias -1.05%, negative bias on earnings.
With stock at 56.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 50.97 to 61.03 (+/- 9.0%)
Based on AVERAGE one-day move over last 12 quarters: 49.85 to 62.15
Based on MAXIMUM one-day move over last 12 Q’s (24.2%): 42.44 to 69.56
Based on UP max only (+19.9%): 67.17
Open to requests for other symbols.
#Earnings $GOOGL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 3, 2020 AC -2.50%
Oct. 28, 2019 AC -2.19%
July 25, 2019 AC +9.62% Biggest UP
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%
July 24, 2017 AC -2.93%
April 27, 2017 AC +3.71%
Avg (+ or -) 4.11%
Bias -0.38%, slightly negative bias on earnings.
With stock at 1270.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1199.46 to 1340.54 (+/- 5.6%)
Based on AVERAGE one-day move over last 12 quarters: 1217.78 to 1322.22
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 1147.83 to 1392.17
Based on DOWN max only (-7.5%): 1174.75
Open to requests for other symbols.
#Earnings $FFIV reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 27, 2020 AC -5.04%
Oct. 23, 2019 AC +5.50%
July 24, 2019 AC -0.65%
April 24, 2019 AC -1.08%
Jan. 23, 2019 AC -2.22%
Oct. 24, 2018 AC +6.10% Biggest UP
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% Biggest DOWN
Avg (+ or -) 3.85%
Bias -0.93%, negative bias on earnings.
With stock at 130.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 121.47 to 138.53 (+/- 6.6%)
Based on AVERAGE one-day move over last 12 quarters: 124.99 to 135.01
Based on MAXIMUM one-day move over last 12 Q’s (7.5%): 120.25 to 139.75
Based on UP max only (+6.1%): 137.93
NOTE: 5-day max moves are -7.97% and +4.33%, so slightly more bearish than the one-day.
Open to requests for other symbols.
Sold AA 05/01/2020 8.00 Covered Call @ 0.10 on a partial fill of a larger order
Sold VXX 05/01/2020 35.0 Covered Put @ 0.12 against one of my long 2021 long puts
Sold GLW 05/01/2020 23.0 Covered Call @ 0.17. #Earnings this week.
#Earnings $SKX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Feb. 6, 2020 AC +4.05%
Oct. 22, 2019 AC -3.36%
July 18, 2019 AC +11.96%
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%
Avg (+ or -) 13.25%
Bias 2.52%, positive bias on earnings.
With stock at 25.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 21.80 to 28.20 (+/- 12.8%)
Based on AVERAGE one-day move over last 12 quarters: 21.69 to 28.31
Based on MAXIMUM one-day move over last 12 Q’s (41.4%): 14.64 to 35.36
Based on DOWN max only (-27.0%): 18.24
Open to requests for other symbols.
#Earnings $LRCX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 29, 2020 AC +4.26%
Oct. 23, 2019 AC +13.90%
July 31, 2019 AC -1.36%
April 24, 2019 AC +4.93%
Jan. 23, 2019 AC +15.69% Biggest UP
Oct. 16, 2018 AC +1.31%
July 26, 2018 AC +7.19%
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%
Avg (+ or -) 5.81%
Bias 3.72%, strongly positive bias on earnings.
With stock at 260.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 234.20 to 285.80 (+/- 9.9%)
Based on AVERAGE one-day move over last 12 quarters: 244.90 to 275.10
Based on MAXIMUM one-day move over last 12 Q’s (15.7%): 219.21 to 300.79
Based on DOWN max only (-5.0%): 247.03
Open to requests for other symbols.
#Earnings $NFLX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 21, 2020 AC -3.58%
Oct. 16, 2019 AC +2.46%
July 17, 2019 AC -10.27% Biggest DOWN
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% Biggest UP
April 17, 2017 AC -2.64%
Avg (+ or -) 5.75%
Bias 0.99%, positive bias on earnings.
With stock at 435.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 385.03 to 484.97 (+/- 11.5%)
Based on AVERAGE one-day move over last 12 quarters: 409.98 to 460.02
Based on MAXIMUM one-day move over last 12 Q’s (13.5%): 376.10 to 493.90
Based on DOWN max only (-10.3%): 390.33
Open to requests for other symbols.
Expired:
ADS 04/17/2020 45.00 Covered Calls
AGNC 04/17/2020 13.50 Covered Calls
AAL 04/17/2020 15.00 Covered Call
IVZ 04/17/2020 12.00 Covered Call
GLW 04/17/2020 22.00 Covered Call
MRO 04/17/2020 4.50 Covered Calls
OXY 04/17/2020 19.00 Covered Call
SLB 04/17/2020 17.50 Covered Call
SLB 04/17/2020 18.00 Covered Calls
SLB 04/17/2020 19.00 Covered Calls
SLB 04/17/2020 20.00 Covered Calls
SLV 04/17/2020 14.50 Covered Call
WFC 04/17/2020 31.00 Covered Call #Earnings
FANG 04/17/2020 22.50 Put
Assignments:
BA 04/17/2020 85.00 Covered Calls (This is my largest gain of the year)
GPS 04/17/2020 7.50 Covered Call
HBAN 04/17/2020 8.00 Covered Call
HBI 04/17/2020 8.00 Covered Call
HFC 04/17/2020 26.00 Covered Call
JPM 04/17/2020 91.00 Covered Call #Earnings
NUGT 04/17/2020 9.00 Covered Call
#Earnings $ISRG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 23, 2020 AC -4.19%
Oct. 17, 2019 AC +6.96%
July 18, 2019 AC -1.45%
April 18, 2019 AC -7.00% Biggest DOWN
Jan. 24, 2019 AC -3.93%
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%
Avg (+ or -) 4.37%
Bias -0.22%, small negative bias on earnings.
With stock at 510.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 484.03 to 535.97 (+/- 5.1%)
Based on AVERAGE one-day move over last 12 quarters: 487.28 to 532.28
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 468.33 to 551.67
Based on DOWN max only (-7.0%): 474.30
Open to requests for other symbols.
#Earnings #JadeLizards – A big enough pullback is not looking likely saw hitting the eject button with beer money. Hey that’s 2 cases of Silver Bullets if I catch it on sale!
Bought to Close GS APR 17 2020 165.0/175.0/177.5 Jade Lizards @ 2.40 (sold for 2.55)
#Earnings $GS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 15, 2020 BO -0.18%
Oct. 15, 2019 BO +0.31%
July 16, 2019 BO +1.86%
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
Avg (+ or -) 2.69%
Bias -0.24%, small negative bias on earnings.
With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 167.70 to 187.30 (+/- 5.5%)
Based on AVERAGE one-day move over last 12 quarters: 172.72 to 182.28
Based on MAXIMUM one-day move over last 12 Q’s (9.5%): 160.57 to 194.43
Based on DOWN max only (-4.7%): 169.14
Open to requests for other symbols.
#Earnings #ShortPuts – Nice start to the day…
Bought to Close JPM APR 17 2020 92.5/80.0 Bull Put Spreads @ .37 (sold for 1.20 average)
Bought to Close XBI APR 17 2020 75.0 Puts @ .05 (sold for 4.55 total after rollups starting at 60 🙂 )
#BullPutSpreads #Earnings – Will take the stock if I have to but spreading it for now until I can get a little more out of my GILD, T, XBI, and XOP positions in same account.
Thanks @Iceman and @thomberg1201 for the earnings reminder.
Sold JPM APR 17 2020 92.5/80.0 Bull Put Spreads @ 1.16
#Earnings $JPM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 14, 2020 BO +1.16%
Oct. 15, 2019 BO +3.01%
July 16, 2019 BO +1.07%
April 12, 2019 BO +4.68%
Jan. 15, 2019 BO +0.73%
Oct. 12, 2018 BO -1.09%
July 13, 2018 BO -0.45%
April 13, 2018 BO -2.70%
Jan. 12, 2018 BO +1.65%
Oct. 12, 2017 BO -0.28%
July 14, 2017 BO -0.91%
April 13, 2017 BO -1.17%
Avg (+ or -) 1.58%
Bias 0.48%, positive bias on earnings.
With stock at 99.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 91.39 to 106.61 (+/- 7.7%)
Based on AVERAGE one-day move over last 12 quarters: 97.44 to 100.56
Based on MAXIMUM one-day move over last 12 Q’s (4.7%): 94.37 to 103.63
Based on DOWN max only (-2.7%): 96.33
NOTE: 5-day maxes are virtually the same as 1-day: -2.8% and +4.6%. But projected move into Friday is higher than any of these previous moves (+/- 7.7%)
Open to requests for other symbols.
#Earnings TOS is showing that $CCL reported during market hours today, .22 per share vs. 0.33 consensus.
#Earnings $WBA reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Jan. 8, 2020 BO -5.83%
Oct. 28, 2019 BO +0.68%
June 27, 2019 BO +4.08% Biggest UP
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%
Avg (+ or -) 4.52%
Bias -2.53%, negative bias on earnings.
With stock at 44.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 40.21 to 48.79
Based on AVERAGE one-day move over last 12 quarters: 42.49 to 46.51
Based on MAXIMUM one-day move over last 12 Q’s (12.8%): 38.80 to 50.20
Based on UP max only (+4.1%): 46.32
Open to requests for other symbols.
#Earnings $MU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Dec. 18, 2019 AC +2.80%
Sept. 26, 2019 AC -11.09% Biggest DOWN
June 25, 2019 AC +13.34% Biggest UP
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%
Avg (+ or -) 6.79%
Bias 0.96%, positive bias on earnings.
With stock at 41.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 35.64 to 46.36
Based on AVERAGE one-day move over last 12 quarters: 38.22 to 43.78
Based on MAXIMUM one-day move over last 12 Q’s (13.3%): 35.53 to 46.47
Based on DOWN max only (-11.1%): 36.45
Open to requests for other symbols.
Bought #ironcondor for 1.33, sold yesterday for 1.91. COST is down about 6 points today, I’ll take the gain while I can.
Thanks for the data Jeff
#ShortStrangles #ShortPuts #Earnings – Booked at the open since I’ll be out most of the day…
Bought to Close SPLK MAR 13 2020 130.0/172.5 Strangle @ 1.20 (sold for 3.00)
Bought to Close SPLK MAR 13 2020 135.0 Put @ 1.60 (sold for 2.10)
#earnings #ironcondor COST
Sold March 20, 265/275/345/355 for 1.91. The price is jumping all over.
Thanks for the data Jeff.
Options Bistro 