#jadelizard #earnings
$CMG STO 2/7 820 put and STO 900/910 BECS at total credit of 9.75 Thanks for the data @jeffcp66
Tag Archives: Earnings
#earnings #closing CMI Yesterday bought…
CMG earnings analysis
#Earnings $CMG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 22, 2019 AC -5.15%
July 23, 2019 AC +5.18%
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%
Avg (+ or -) 7.84%
Bias 0.91%, positive bias on earnings.
With stock at 880.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 824.29 to 935.71
Based on AVERAGE one-day move over last 12 quarters: 811.02 to 948.98
Based on MAXIMUM one-day move over last 12 Q’s (24.4%): 664.93 to 1095.07
Based on DOWN max only (-14.6%): 751.70
Open to requests for other symbols.
#earnings #shortstrangles CMI Sold Feb….
Sold Feb. 21, 150/175 strangle for 1.49, inside of 1 day max moves, stock at 164.
Thanks for ther data Jeff.
CMI earnings analysis
#Earnings $CMI reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 29, 2019 BO -1.61%
July 30, 2019 BO -5.05%
April 30, 2019 BO +1.30%
Feb. 6, 2019 BO -0.31%
Oct. 30, 2018 BO +2.29%
July 31, 2018 BO +4.08%
May 1, 2018 BO -4.11%
Feb. 6, 2018 BO -2.33%
Oct. 31, 2017 BO -1.92%
Aug. 1, 2017 BO -5.64% Biggest DOWN
May 2, 2017 BO +6.09% Biggest UP
Feb. 9, 2017 BO +3.06%
Avg (+ or -) 3.15%
Bias -0.35%, negative bias on earnings.
With stock at 164.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 157.24 to 170.76
Based on AVERAGE one-day move over last 12 quarters: 158.84 to 169.16
Based on MAXIMUM one-day move over last 12 Q’s (6.1%): 154.01 to 173.99
Based on DOWN max only (-5.6%): 154.75
FYI, 5-day Max moves are +7.95% and -9.58%.
Open to requests for other symbols.
#earnings #closing #pain TSLA Jan….
GOOGL earnings analysis
#Earnings $GOOGL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Jan. 26, 2017 AC -1.39%
Avg (+ or -) 4.02%
Bias -0.29%, small negative bias on earnings.
With stock at 1470.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1390.91 to 1549.09
Based on AVERAGE one-day move over last 12 quarters: 1410.92 to 1529.08
Based on MAXIMUM one-day move over last 12 Q’s (9.6%): 1328.59 to 1611.41
Based on DOWN max only (-7.5%): 1359.75
FYI, 5-day Max moves are +8.10% and -8.23%, so not much difference.
Open to requests for other symbols.
LK Puts Rolled / TNDM Puts / NUGT Strangle / MCD DbCal
#shortputs
$LK BTC 1/31 44 puts and STO 2/21 40 puts at $2 debit but would cost me $4 less if assigned. Hoping the medical complex bests coronavirus soon. Or, someone discovers coffee inhibits the virus.
$TNDM STO 2/21 73.50 put at 2.25, Thank you @jsd501
#shortstrangles
$NUGT STO 2/21 31/36 at 2.78 The 36 call is covered
#doublecalendar #earnings
$MCD Closed three legs of trade guaranteeing .69 per contract profit. Remaining leg is the 2/7 long 212.50 put.
Thank you for the idea @jeffcp66 and for your cogent webinar on subject.
HSY closed
#Earnings STC $HSY Jan31/Feb07 150/152.5 #DoubleCalendar for .417. Bought yesterday for .69.
AMZN IB
#Earnings Sold to Open $AMZN Jan 31st 1840/1860/1880 #IronButterfly for 18.50. Narrowed to 20 from my usual 30-wide to reduce risk.
AMZN earnings analysis
#Earnings $AMZN reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Feb. 2, 2017 AC -3.54%
Avg (+ or -) 3.77%
Bias 0.13%, no significant bias on earnings.
With stock at 1865.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1798.07 to 1931.93
Based on AVERAGE one-day move over last 12 quarters: 1794.61 to 1935.39
Based on MAXIMUM one-day move over last 12 Q’s (13.2%): 1618.63 to 2111.37
Based on DOWN max only (-7.8%): 1719.34
Open to requests for other symbols.
TSLA Earnings
#ShortPuts #Earnings – Gonna be out all day so not even messing with it…
Bought to Close TSLA FEB 07 2020 480.0 Put @ .41 (sold for 5.35)
TSLA call butterfly
#Earnings A cheap long shot: Bought to open $TSLA Jan 31st 592.5/600/607.5 #CallButterfly for .281 (avg price).
AAPL call side closed
#Earnings BTC $AAPL Jan 31st 335/337.5 call spreads for .149 (avg price). Sold condors yesterday for .61. I’m letting 290/287.5 put side expire.
#earnings #ironcondor FB Sold Feb….
Sold Feb. 21, 202.50/207.50/240/245 for 1.46, outside the Average moves provided by Jeff (thank you).
#tastytradefollow
TSLA earnings analysis
#Earnings $TSLA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Feb. 22, 2017 AC -6.40%
Avg (+ or -) 8.35%
Bias -0.11%, no significant bias on earnings.
With stock at 586.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 524.30 to 648.70
Based on AVERAGE one-day move over last 12 quarters: 537.73 to 635.77
Based on MAXIMUM one-day move over last 12 Q’s (17.7%): 483.13 to 690.37
Based on DOWN max only (-13.6%): 506.89
Open to requests for other symbols.
TSLA Earnings
#JadeLizards #Earnings – In a different account I’m taking a shot at an extremely bearish Jade Lizard. Playing for a down move of at least half the expected move. Selling a put at an even number and selling a very DITM bear call spread. No upside risk here…
Sold TSLA JAN 31 2020 500/545/555 Jade Lizard @ 10.05
HSY earnings analysis & trade
#Earnings $HSY reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 24, 2019 BO -2.23%
July 25, 2019 BO +2.01%
April 25, 2019 BO +4.58%
Jan. 31, 2019 BO +0.49%
Oct. 25, 2018 BO -4.92%
July 26, 2018 BO +7.35% Biggest UP
April 26, 2018 BO -0.26%
Feb. 1, 2018 BO -5.94% Biggest DOWN
Oct. 26, 2017 BO -5.27%
July 26, 2017 BO -1.34%
April 26, 2017 BO -0.88%
Feb. 3, 2017 BO +1.31%
Avg (+ or -) 3.05%
Bias -0.43%, negative bias on earnings.
With stock at 151.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 145.75 to 157.25
Based on AVERAGE one-day move over last 12 quarters: 146.88 to 156.12
Based on MAXIMUM one-day move over last 12 Q’s (7.4%): 140.36 to 162.64
Based on DOWN max only (-5.9%): 142.50
Open to requests for other symbols.
#earnings TSLA I’m in a…
#earnings TSLA
I’m in a real mess with TSLA. I have an inverted 300/430 Feb. 21 strangle from Oct. earnings. I’ve taken in $6880 in premium after several rolls. I’m essentially hedging with these two trades.
Sold a Feb. 21, 570 put for 3726 and bought a Feb. 21, 580/595 call spread for 6.35.
I’m open for other ideas.
#earnings #shortstrangles MSFT Sold Feb….
TSLA Earnings
#ShortPuts #Earnings – Going out a week and selling 1.5x the expected move. Hard to believe but this is still above the 50ma…
Sold TSLA FEB 07 2020 480.0 Put @ 5.35
What would I really like to see? Stock down 50 and still book a nice winner here. Immediately sell another one a lot lower in Feb monthly. We can dream can’t we? 🙂 🙂
#earnings #closing #jadelizard SQ This…
#earnings #closing #jadelizard SQ
This goes back to Aug. 1, sold a jade lizard with a short 75 put, SQ was at about 81. It dropped into the 50s in Sept. and Oct.
Bought Feb. 21, 75 put for a gain after many trades over 6 months.
Now what to do with a disastrous TSLA position.
MCD closed
#Earnings It’s going in the wrong direction, so gotta close.
Sold to close $MCD Jan31/Feb07 212.5 #DoubleCalendar for 1.151 (avg price). Bought yesterday for .839
FB earnings analysis
#Earnings $FB reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Feb. 1, 2017 AC -1.79%
Avg (+ or -) 5.24%
Bias 1.02%, positive bias on earnings.
With stock at 220.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 208.85 to 231.15
Based on AVERAGE one-day move over last 12 quarters: 208.47 to 231.53
Based on MAXIMUM one-day move over last 12 Q’s (19.0%): 178.29 to 261.71
Based on UP max only (+10.8%): 243.78
Open to requests for other symbols.
MSFT earnings analysis
#Earnings $MSFT reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 23, 2019 AC +1.96%
July 18, 2019 AC +0.14%
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%
Avg (+ or -) 2.24%
Bias 1.71%, positive bias on earnings.
With stock at 166.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 160.28 to 172.72
Based on AVERAGE one-day move over last 12 quarters: 162.77 to 170.23
Based on MAXIMUM one-day move over last 12 Q’s (6.4%): 155.83 to 177.17
Based on DOWN max only (-1.8%): 163.45
Open to requests for other symbols.
MCD earnings analysis & trade
#Earnings $MCD reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 22, 2019 BO -5.04% Biggest DOWN
July 26, 2019 BO +0.53%
April 30, 2019 BO +0.22%
Jan. 30, 2019 BO -0.21%
Oct. 23, 2018 BO +6.31% Biggest UP
July 26, 2018 BO -1.73%
April 30, 2018 BO +5.77%
Jan. 30, 2018 BO -2.97%
Oct. 24, 2017 BO +0.33%
July 25, 2017 BO +4.75%
April 25, 2017 BO +5.56%
Jan. 23, 2017 BO -0.71%
Avg (+ or -) 2.84%
Bias 1.07%, positive bias on earnings.
With stock at 212.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 205.74 to 218.26
Based on AVERAGE one-day move over last 12 quarters: 205.97 to 218.03
Based on MAXIMUM one-day move over last 12 Q’s (6.3%): 198.62 to 225.38
Based on DOWN max only (-5.0%): 201.32
Open to requests for other symbols.
AAPL condor
#Earnings Sold to Open $AAPL Jan 31st 287.5/290-335/337.5 condors for .61. Short strikes outside of previous max moves.
AAPL earnings analysis
#Earnings $AAPL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Jan. 31, 2017 AC +6.09%
Avg (+ or -) 4.25%
Bias 2.37%, positive bias on earnings.
With stock at 312.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 294.74 to 330.26
Based on AVERAGE one-day move over last 12 quarters: 299.22 to 325.78
Based on MAXIMUM one-day move over last 12 Q’s (6.8%): 291.16 to 333.84
Based on DOWN max only (-6.6%): 291.78
Open to requests for other symbols.
#earnings #closing FFIV Bought 120/145…
MMM earnings analysis
#Earnings $MMM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 24, 2019 BO -4.07%
July 25, 2019 BO -0.71%
April 25, 2019 BO -12.94% Biggest DOWN
Jan. 29, 2019 BO +1.94%
Oct. 23, 2018 BO -4.37%
July 24, 2018 BO +0.92%
April 24, 2018 BO -6.83%
Jan. 25, 2018 BO +1.88%
Oct. 24, 2017 BO +5.91% Biggest UP
July 25, 2017 BO -5.05%
April 25, 2017 BO +0.46%
Jan. 24, 2017 BO -1.42%
Avg (+ or -) 3.88%
Bias -2.02%, negative bias on earnings.
With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 169.30 to 185.70
Based on AVERAGE one-day move over last 12 quarters: 170.62 to 184.38
Based on MAXIMUM one-day move over last 12 Q’s (12.9%): 154.53 to 200.46
Based on UP max only (+5.9%): 187.99
Open to requests for other symbols.
#earnings #shortstrangles FFIV Sold Feb….
WHR earnings analysis
#Earnings $WHR reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 22, 2019 AC +0.95%
July 22, 2019 BO +0.10%
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%
Avg (+ or -) 5.61%
Bias -1.04%, negative bias on earnings.
With stock at 147.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 138.29 to 155.71
Based on AVERAGE one-day move over last 12 quarters: 138.75 to 155.25
Based on MAXIMUM one-day move over last 12 Q’s (14.5%): 125.66 to 168.34
Based on UP max only (+9.7%): 161.20
Open to requests for other symbols.
FFIV earnings analysis
#Earnings $FFIV reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Jan. 25, 2017 AC -8.25% Biggest DOWN
Avg (+ or -) 4.12%
Bias -1.20%, negative bias on earnings.
With stock at 131.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 123.15 to 138.85
Based on AVERAGE one-day move over last 12 quarters: 125.60 to 136.40
Based on MAXIMUM one-day move over last 12 Q’s (8.3%): 120.19 to 141.81
Based on UP max only (+6.1%): 138.99
Open to requests for other symbols.
CTXS closed
#Earnings Sold to close $CTXS Jan24/Jan31 119 #DoubleCalendar for .05. Bought for .47 on Wednesday. I had three Dub Cal orders working that day. This was the only one that filled, and the only of the three that was a loser! (I closed only the call side. Long puts are a lottery ticket for next week)
ISRG Earnings
#ShortPuts #Earnings – Small winner. Looking for a re-entry now.
Bought to Close ISRG JAN 24 2020 595.0 Put @ 2.30 (sold for 3.00)
NFLX
ISRG Earnings
#ShortPuts #Earnings – Probably pushing my luck here after trading the “pre-earnings” announcement last week (whatever that is 🙂 ) but here goes. Selling at the expected move and just above the 50ma.
Sold ISRG JAN 24 2020 595.0 Put @ 3.00
Been out all day hanging with my daughter at Mizzou…
SWKS earnings analysis
#Earnings $SWKS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Nov. 12, 2019 AC -0.44%
Aug. 7, 2019 AC +0.46%
May 2, 2019 AC -3.51%
Feb. 5, 2019 AC +11.49%
Nov. 8, 2018 AC -8.08% Biggest DOWN
July 19, 2018 AC -5.35%
May 3, 2018 AC +4.28%
Feb. 5, 2018 AC +10.44%
Nov. 6, 2017 AC -4.41%
July 20, 2017 AC -0.15%
April 27, 2017 AC -4.28%
Jan. 19, 2017 AC +13.01% Biggest UP
Avg (+ or -) 5.49%
Bias 1.12%, positive bias on earnings.
With stock at 128.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 120.94 to 135.06
Based on AVERAGE one-day move over last 12 quarters: 120.97 to 135.03
Based on MAXIMUM one-day move over last 12 Q’s (13.0%): 111.35 to 144.65
Based on DOWN max only (-8.1%): 117.66
Open to requests for other symbols.
UAL closed
#Earnings Sold to close $UAL Jan24/Jan31 85 #DoubleCalendar for .85. Bought for .46 on Tuesday.
$CTXS from yesterday not looking good; need a pullback.
ISRG earnings analysis
#Earnings $ISRG reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Jan. 24, 2017 AC +5.09%
Avg (+ or -) 4.44%
Bias 0.55%, positive bias on earnings.
With stock at 612.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 594.19 to 630.81
Based on AVERAGE one-day move over last 12 quarters: 585.28 to 639.72
Based on MAXIMUM one-day move over last 12 Q’s (8.2%): 562.46 to 662.54
Based on DOWN max only (-7.0%): 569.63
Open to requests for other symbols.
#earnings VFC Sold Feb. 21,…
#earnings VFC
Sold Feb. 21, 80/87.50/102/107 #ironcondor for 1.15
CTXS earnings analysis & trade
#Earnings $CTXS reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 24, 2019 AC -1.97%
July 24, 2019 AC -5.60%
April 24, 2019 AC -0.93%
Jan. 23, 2019 AC -6.25%
Oct. 24, 2018 AC +2.12%
July 25, 2018 AC +3.45%
April 25, 2018 AC +4.75% Biggest UP
Jan. 31, 2018 AC +0.72%
Oct. 25, 2017 AC -1.49%
Aug. 2, 2017 AC -2.02%
April 26, 2017 AC -3.18%
Jan. 25, 2017 AC -6.49% Biggest DOWN
Avg (+ or -) 3.25%
Bias -1.41%, negative bias on earnings.
With stock at 119.40 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 114.03 to 124.77
Based on AVERAGE one-day move over last 12 quarters: 115.14 to 122.86
Based on MAXIMUM one-day move over last 12 Q’s (6.5%): 111.28 to 126.72
Based on UP max only (+4.8%): 124.65
Open to requests for other symbols.
#earnings #closing NFLX IBM UAL…
NFLX Earnings
#ShortPuts #Earnings – No sense waiting around three days for a dollar…
Bought to Close NFLX JAN 24 2020 315.0 Put @ 1.14 (sold for 5.11)
#earnings #shortstrangles UAL Sold Feb….
Sold Feb. 21 75/95 strangle for 1.00
UAL earnings analysis & trade
#Earnings $UAL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 15, 2019 AC +2.07%
July 16, 2019 AC +0.91%
April 16, 2019 AC +4.77%
Jan. 15, 2019 AC +6.35%
Oct. 16, 2018 AC +5.95%
July 17, 2018 AC +8.78%
April 17, 2018 AC +4.81%
Jan. 23, 2018 AC -11.44%
Oct. 18, 2017 AC -12.07%
July 18, 2017 AC -5.90%
April 17, 2017 AC -4.26%
Jan. 17, 2017 AC +0.35%
Avg (+ or -) 5.64%
Bias 0.03%, no bias bias on earnings.
With stock at 85.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 80.38 to 89.62
Based on AVERAGE one-day move over last 12 quarters: 80.21 to 89.79
Based on MAXIMUM one-day move over last 12 Q’s (12.1%): 74.74 to 95.26
Based on UP max only (+8.8%): 92.46
***NOTE: 5-day maxes are -14.63% and +11.42%
Open to requests for other symbols.
NFLX Earnings
#ShortPuts #Earnings – Well…here we go. Mixed results over the years with this one on earnings. Going pretty aggressive selling at the 50ma and slightly inside the expected move. Haven’t decided yet if I’ll add the call side to set up the Jade Lizard.
Sold NFLX JAN 24 2020 315.0 Put @ 5.11
#earnings #shortstrangles IBM Sold Feb….
#earnings #shortstrangles IBM #ironcondor NFLX
IBM Sold Feb. 21, 127/149 for 1.26
NFLX sold Feb. 21, 280/290/380/390 for 2.27
Thanks for the data Jeff
IBM earnings analysis
#Earnings $IBM reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 16, 2019 AC -5.52%
July 17, 2019 AC +4.58%
April 16, 2019 AC -4.15%
Jan. 22, 2019 AC +8.46%
Oct. 16, 2018 AC -7.62% Biggest DOWN
July 18, 2018 AC +3.26%
April 17, 2018 AC -7.53%
Jan. 18, 2018 AC -3.99%
Oct. 17, 2017 AC +8.86% Biggest UP
July 18, 2017 AC -4.20%
April 18, 2017 AC -4.91%
Jan. 19, 2017 AC +2.24%
Avg (+ or -) 5.44%
Bias -0.88%, negative bias on earnings.
With stock at 138.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.81 to 144.19
Based on AVERAGE one-day move over last 12 quarters: 130.49 to 145.51
Based on MAXIMUM one-day move over last 12 Q’s (8.9%): 125.77 to 150.23
Based on DOWN max only (-7.6%): 127.48
***NOTE: 5-day maxes are -11.04% and +10.60%
Open to requests for other symbols.
NFLX earnings analysis
#Earnings $NFLX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Jan. 18, 2017 AC +3.86%
Avg (+ or -) 5.78%
Bias 1.61%, positive bias on earnings.
With stock at 337.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 311.53 to 363.47
Based on AVERAGE one-day move over last 12 quarters: 318.01 to 356.99
Based on MAXIMUM one-day move over last 12 Q’s (13.5%): 291.80 to 383.20
Based on DOWN max only (-10.3%): 302.84
***NOTE: 5-day maxes are -14.30% and +20.66%
Open to requests for other symbols.
WYNN
#ShortPuts and possibly #Earnings – Earnings are probably in the week of this sale but just in case WYNN pulls a “WYNN” and changes the date at the last second I’m selling an aggressive starter to get back in this thing…
Sold WYNN JAN 31 2020 140.0 Put @ 3.00
#earnings #closing STT Bought strangle…
PPG closed
#Earnings Sold to close $PPG Jan17/Jan24 131 #DoubleCalendar for .12. Bought Wednesday for .50.
Several chances to get out at small profit or breakeven. The rage of profitability really decreases quickly as we approach expiration. I need to take money and run and quit waiting for the long shot of a jackpot.
JPM closed
#Earnings Sold to close $JPM Jan 17th 138 calls for .40 (large accounts), and 38/40 call spreads for .35 (smaller accounts). #CallButterfly bought for .33 on Monday, so all about breakeven after commissions.
PNC closed
#Earnings #Assignment On Tuesday I bought $PNC Jan17/Jan24 160 #DoubleCalendar for .50.
Stock dropped too much so trade was a loser. Assigned last night on the puts at 160.00.
Today, sold long puts for 6.60 and stock for 153.53. So I managed to squeeze .13 out of closing the trade.
#earnings STT Sold Feb. 21,…
SLB earnings analysis
#Earnings $SLB reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 18, 2019 BO +1.31%
July 19, 2019 BO -0.18%
April 18, 2019 BO -3.90% Biggest DOWN
Jan. 18, 2019 BO +8.12% Biggest UP
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%
Avg (+ or -) 1.85%
Bias -0.26%, negative bias on earnings.
With stock at 38.60 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 37.06 to 40.14
Based on AVERAGE one-day move over last 12 quarters: 37.89 to 39.31
Based on MAXIMUM one-day move over last 12 Q’s (8.1%): 35.47 to 41.73
Based on DOWN max only (-3.9%): 37.09
Open to requests for other symbols.
STT earnings analysis
#Earnings $STT reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 18, 2019 BO +6.09%
July 19, 2019 BO +6.73% Biggest UP
April 23, 2019 BO -4.34%
Jan. 18, 2019 BO +0.35%
Oct. 19, 2018 BO -8.53% Biggest DOWN
July 20, 2018 BO -7.40%
April 20, 2018 BO -4.33%
Jan. 23, 2018 BO +2.92%
Oct. 23, 2017 BO -2.97%
July 26, 2017 BO +1.88%
April 26, 2017 BO +3.63%
Jan. 25, 2017 BO -3.37%
Avg (+ or -) 4.38%
Bias -0.78%, negative bias on earnings.
With stock at 80.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 76.01 to 83.99
Based on AVERAGE one-day move over last 12 quarters: 76.50 to 83.50
Based on MAXIMUM one-day move over last 12 Q’s (8.5%): 73.18 to 86.82
Based on UP max only (+6.7%): 85.38
Open to requests for other symbols.
#earnings #closing AA Yesterday bought…
FAST earnings analysis
#Earnings $FAST reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 11, 2019 BO +17.15% Biggest UP
July 11, 2019 BO -2.84%
April 11, 2019 BO +5.04%
Jan. 17, 2019 BO +5.94%
Oct. 10, 2018 BO -7.13%
July 11, 2018 BO +10.05%
April 11, 2018 BO -6.19%
Jan. 17, 2018 BO -5.84%
Oct. 11, 2017 BO -0.78%
July 12, 2017 BO -1.99%
April 12, 2017 BO -8.04% Biggest DOWN
Jan. 18, 2017 BO +5.80%
Avg (+ or -) 6.40%
Bias 0.93%, positive bias on earnings.
With stock at 37.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 34.63 to 39.37
Based on AVERAGE one-day move over last 12 quarters: 34.63 to 39.37 (exactly the same)
sed on MAXIMUM one-day move over last 12 Q’s (17.2%): 30.65 to 43.35
Based on DOWN max only (-8.0%): 34.03
Open to requests for other symbols.
#earnings BTC GS Iron Condor…
#earnings
BTC GS Iron Condor .20
Was STO yesterday for 1.10
#earnings #longstrangle AA I am…
I am long assigned shares from a while back. I closed a covered call and bought a 19.50/21.50 strangle for .53. These rarely work. Stock is at 20.30.
#earnings #closing JPM Jan. 13,…
PPG earnings analysis & trade
#Earnings $PPG reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 17, 2019 BO +1.91%
July 18, 2019 BO +0.33%
April 18, 2019 BO +2.10%
Jan. 17, 2019 BO +4.70% Biggest UP
Oct. 18, 2018 BO +0.88%
July 19, 2018 BO -0.33%
April 19, 2018 BO -3.13%
Jan. 18, 2018 BO +3.41%
Oct. 19, 2017 BO +1.26%
July 20, 2017 BO -6.05% Biggest DOWN
April 20, 2017 BO +1.30%
Jan. 19, 2017 BO +0.83%
Avg (+ or -) 2.19%
Bias 0.60%, positive bias on earnings.
With stock at 131.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 125.90 to 136.10
Based on AVERAGE one-day move over last 12 quarters: 128.14 to 133.86
sed on MAXIMUM one-day move over last 12 Q’s (6.1%): 123.07 to 138.93
Based on UP max only (+4.7%): 137.16
Open to requests for other symbols.
#earnings #closing GS Bought 220/270…
#earnings #shortstrangles GS Sold Feb….
Sold Feb. 21 220/270 strangle for 2.01. This is outside the 1 day max moves.
Thanks for the data Jeff.
#earnings #closing DAL Bought Feb….
PNC earnings analysis & trade
#Earnings $PNC reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 16, 2019 BO -0.28%
July 17, 2019 BO +0.66%
April 12, 2019 BO +3.09% Biggest UP
Jan. 16, 2019 BO +0.07%
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%
Avg (+ or -) 1.36%
Bias -0.53%, negative bias on earnings.
With stock at 160.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 155.41 to 164.59
Based on AVERAGE one-day move over last 12 quarters: 157.82 to 162.18
sed on MAXIMUM one-day move over last 12 Q’s (5.6%): 151.07 to 168.93
Based on UP max only (+3.1%): 164.94
Open to requests for other symbols.
GS earnings analysis
#Earnings $GS reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
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
Jan. 18, 2017 BO -0.61%
Avg (+ or -) 2.73%
Bias -0.27%, small negative bias on earnings.
With stock at 245.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 236.02 to 253.98
Based on AVERAGE one-day move over last 12 quarters: 238.32 to 251.68
sed on MAXIMUM one-day move over last 12 Q’s (9.5%): 221.63 to 268.37
Based on DOWN max only (-4.7%): 233.46
Open to requests for other symbols.
#earnings #rolling JPM Rolled Feb….
BBBY closed
#Earnings . Sold to close $BBBY stock for 15.00. 16.5 #ShortStraddle sold last week for 1.87, calls closed for .01, assigned Friday, so ending profit of .36.
JPM butterfly
#Earnings Bought to open $JPM Jan 17th 38/40/42 #CallButterfly for .33. Needs to land near 140 on Friday for best profit. Open Interest at that strike are large, and it’s a +2.3% move from now, which is a reasonable expectation…. if we get a bullish move.
#earnings #shortstraddle DAL Sold Feb….
#earnings #shortstraddle DAL #shortstrangles JPM
DAL Sold Feb. 21, 60 straddle for 4.05.
JPM Sold Feb. 21 130/140 strangle for 3.00
Thanks for the data Jeff.
JPM earnings analysis (corrected)
#Earnings $JPM reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 15, 2019 BO +3.01%
July 16, 2019 BO +1.07%
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%
Avg (+ or -) 1.52%
Bias 0.42%, positive bias on earnings.
With stock at 136.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 131.71 to 140.29
Based on AVERAGE one-day move over last 12 quarters: 133.93 to 138.07
sed on MAXIMUM one-day move over last 12 Q’s (4.7%): 129.64 to 142.36
Based on DOWN max only (-2.7%): 132.33
Open to requests for other symbols.
BBBY assigned
#Earnings #Assignment Assigned $BBBY shares at 16.50. Need price above 14.63 to breakeven from #ShortStrangle
Options Bistro 