A couple days ago I mistakenly bought a long strangle, would have been a nice trade had I executed it properly and sold it. Closed the put the other day, sold the call today for a small gain, overall lost about $90.
Tag Archives: Earnings
#earnings #closing HD Nov. 18,…
Nov. 18, sold a Dec. 20 #ironcondor in HD for 2.60. HD went from 238 down to 211. I rolled the put spread to Jan. 17, let the calls expire and closed today for an $84 gain.
#earnings BBBY BTC Becs (16.5/17.5)…
#earnings BBBY
BTC Becs (16.5/17.5) for .07
Was STO yesterday for .46
#earnings BBBY Sold, (double checked)…
#earnings BBBY
Sold, (double checked) a 17 straddle, Feb. 17, for 3.31
#earnings STZ Mistake- I inadvertantly…
#earnings STZ
Mistake- I inadvertantly bought a strangle yesterday. I was using my phone from the airport, I’ll blame my eyes. Argghh.
Sold the put for .45, bought for 1.37, hanging on to the very slightly profitable call.
BBBY earnings analysis
#Earnings $BBBY reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 2, 2019 AC +2.69%
July 10, 2019 AC -3.03%
April 10, 2019 AC -8.75%
Jan. 9, 2019 AC +16.55% Biggest UP
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%
Dec. 21, 2016 AC -9.17%
Avg (+ or -) 10.73%
Bias -6.96%, strongly negative bias on earnings.
With stock at 16.75 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 14.68 to 18.82
Based on AVERAGE one-day move over last 12 quarters: 14.95 to 18.55
sed on MAXIMUM one-day move over last 12 Q’s (21.0%): 13.23 to 20.27
Based on UP max only (+16.6%): 19.52
Open to requests for other symbols.
#earnings #shortstrangles STZ Sold Feb….
Sold Feb. 21, 165/205 for 2.50. It is just outside the max down move, just inside the max up move, 65% IVR.
Thanks for the data Jeff.
STZ earnings analysis
#Earnings $STZ reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 3, 2019 BO -6.05%
June 28, 2019 BO +4.63%
April 4, 2019 BO +6.54%
Jan. 9, 2019 BO -12.41% Biggest DOWN
Oct. 4, 2018 BO +5.38%
June 29, 2018 BO -5.79%
March 29, 2018 BO +5.31%
Jan. 5, 2018 BO -0.21%
Oct. 5, 2017 BO +5.41%
June 29, 2017 BO +9.75% Biggest UP
April 6, 2017 BO +9.60%
Jan. 5, 2017 BO +0.47%
Avg (+ or -) 5.96%
Bias 1.89%, positive bias on earnings.
With stock at 187.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 177.59 to 197.41
Based on AVERAGE one-day move over last 12 quarters: 176.32 to 198.68
sed on MAXIMUM one-day move over last 12 Q’s (12.4%): 164.23 to 210.77
Based on UP max only (+9.8%): 205.78
Open to requests for other symbols.
#assignment #earnings STT October 17,…
#assignment #earnings STT
October 17, I sold a 55/65 strangle. I rolled twice and inverted to January, still was assigned on the short call argghh. The short put had some profit in it so I closed it. I’ll be dealing with this for a little while.
Happy New Year trading friends!
MU Earnings Closed / NUGT Puts Closed Finally / SPX Expired
#shortstrangles #earnings
$MU BTC 1/17 1/17 45/60 Strangle @ .20. STO at .83. Thank you @jsd501
#shortputs
$NUGT BTC 1/10/2020 32.5 pus at .88. STO at 2.68. This is a culmination of rolls since 10/18.
Ended up making less than 1 per contract. Or I earned .40 an hour for rolling. 😉
#spx1dte #Whew!
$SPX 3195/3215/3260/3280 expired. STO @ 1.75. Thank you @jeffcp66
#earnings Data From 2019 I…
#earnings Data From 2019
I placed 223 and closed 219 earnings trades in 2019.
Of those that were closed;
114 strangles, 23 double calendars, 17 iron condors, 10 short straddles, and a bunch of “various” including jade lizards, long puts and calls as hedges.
Nearly every trade was a 1 lot. I bought 3 HD double calendars by mistake and it went to the losers bracket.
I made $10,108. 197 trades were profitable with a range of 3 cents to $711. This was an assignment that worked in my favor, obviously. The average was $46.15.
There were 22 losers totalling $3,134. $1,936 in losses were from 2 trades, CL and GS early in the year. Being assigned was the cause of some losers. That is the risk with selling premium, every now and then we can get burnt.
21 trades had to be rolled, but I’m not confident of that number.
I was assigned 7 times.
I have some unsettled losing positions in TSLA (grrr), STT and ZM. SBUX is unsettled but is green.
Thank you to everyone who provides ideas and advice and trade management.
Many many thanks to Jeff for the earnings data, I make many requests and he is always gracious in providing the information, as he is with this excellent website.
Calendars bust
#Earnings Both Dub Cals this week closed at losses. $FDX never had a chace, closed for a debit of .02. $ACN was profitable yesterday, but Ii made the mistake of waiting: closed for a credit of .15 to .30.
ROKU BUPS Closed / KSS Earnings Strangle Closed / FB BUCS W/Put Kicker Closed / PLAN CC Rolled
#bups
$ROKU BTC 12/20 120/130 BUPS at.35. STO 11/14 at 2.50.
#earnings
$KSS BTC the put side of the 12/20 50/65 strangle at .15. The call will expire. STO the strangle on 11/18 for 1.65.
Thanks to @jeffcp66 the “Data Provider” , @thomberg1201 the “Trade Provider” and patience. Did I mention luck?
#bucs #shortputs
$FB STC 12/20 200/210 BUCS at 3.66. BTO 11/18 at 3.21. Also sold 12/20 190 put to pay part of trade. It should expire.
Thank you @jsd501 for this well thought out transaction. Of course if I had shown more patience I would have picked up another $1 a mere 30 minutes after I closed the spread. Ah, timing!!
#coveredcalls
$PLAN BTC 12/20 55 call and STO 1/17/2020 57.50 covered call at added .83 credit. Stock at 53.07.
Somehow I feel a little guilty for typing put kicker – don’t know why.
LULU post earnings
#ShortPuts #Earnings – Nice little rally last few minutes…didn’t think this would fill. Sold right after the earnings announcement for a double dip with the regular earnings sale.
Bought to Close LULU DEC 27 2019 217.5 Put @ .40 (sold for 2.80)
MU Earnings
#Earnings #JadeLizards – Filled on the opening drop.
Bought to Close MU DEC 20 2019 50.0/55.0/55.5 Jade Lizards @ .23 (sold for .83 average)
NKE earnings analysis
#Earnings $NKE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 24, 2019 AC +4.16%
June 27, 2019 AC +0.34%
March 21, 2019 AC -6.61%
Dec. 20, 2018 AC +7.16%
Sept. 25, 2018 AC -1.28%
June 28, 2018 AC +11.12% Biggest UP
March 22, 2018 AC +0.32%
Dec. 21, 2017 AC -2.28%
Sept. 26, 2017 AC -1.91%
June 29, 2017 AC +10.96%
March 21, 2017 AC -7.05% Biggest DOWN
Dec. 20, 2016 AC +0.98%
Avg (+ or -) 4.51%
Bias 1.33%, positive bias on earnings.
With stock at 100.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 95.68 to 104.32
Based on AVERAGE one-day move over last 12 quarters: 95.49 to 104.51
sed on MAXIMUM one-day move over last 12 Q’s (11.1%): 88.88 to 111.12
Based on DOWN max only (-7.1%): 92.95
Open to requests for other symbols.
MU Earnings
#Earnings #JadeLizards – Just for fun…
Sold MU DEC 20 2019 50.0/55.0/55.5 Jade Lizards @ .80
ACN dub cal
#Earnings . Bought to Open $ACN Dec20/Dec27 202.5 #DoubleCalendar for .55. Only partial fill. Probably need to bid higher now to get filled.
#earnings #closing ROST Nov. 22,…
ACN earnings analysis
#Earnings $ACN reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 26, 2019 BO +0.65%
June 27, 2019 BO -0.16%
March 28, 2019 BO +5.19%
Dec. 20, 2018 BO -4.94%
Sept. 27, 2018 BO -1.68%
June 28, 2018 BO +5.89% Biggest UP
March 22, 2018 BO -7.28% Biggest DOWN
Dec. 21, 2017 BO +1.61%
Sept. 28, 2017 BO -0.23%
June 22, 2017 BO -3.95%
March 23, 2017 BO -4.52%
Dec. 21, 2016 BO -4.99%
Avg (+ or -) 3.42%
Bias -1.20%, negative bias on earnings.
With stock at 204.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 195.74 to 212.26
Based on AVERAGE one-day move over last 12 quarters: 197.01 to 210.99
sed on MAXIMUM one-day move over last 12 Q’s (7.3%): 189.15 to 218.85
Based on UP max only (+5.9%): 216.02
Open to requests for other symbols.
MU earnings analysis
#Earnings $MU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
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%
Dec. 21, 2016 AC +12.68%
Avg (+ or -) 7.61%
Bias 1.79%, positive bias on earnings.
With stock at 53.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 49.56 to 56.44
Based on AVERAGE one-day move over last 12 quarters: 48.97 to 57.03
sed on MAXIMUM one-day move over last 12 Q’s (13.3%): 45.93 to 60.07
Based on DOWN max only (-11.1%): 47.12
Open to requests for other symbols.
#earnings #closing FDX This morning…
FDX dub cal
#Earnings Bought to Open $FDX Dec20/Dec27 162.5 #DoubleCalendar for .85.
AVGO Earnings
#ShortPuts #Earnings – Went out an extra week for the premium. Nice rally so booking it.
Bought to Close AVGO DEC 20 2019 310.0 Put @ .30 (sold for 3.30)
#earnings FDX Sold Jan. 17,…
FDX earnings analysis
#Earnings $FDX reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 17, 2019 AC -12.91% Biggest DOWN
June 25, 2019 AC +2.52%
March 19, 2019 AC -3.49%
Dec. 18, 2018 AC -12.16%
Sept. 17, 2018 AC -5.53%
June 19, 2018 AC -2.69%
March 20, 2018 AC -1.17%
Dec. 19, 2017 AC +3.51% Biggest UP
Sept. 19, 2017 AC +2.08%
June 20, 2017 AC +1.60%
March 21, 2017 AC +2.12%
Dec. 20, 2016 AC -3.33%
Avg (+ or -) 4.43%
Bias -2.45%, negative bias on earnings.
With stock at 162.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 150.97 to 174.03
Based on AVERAGE one-day move over last 12 quarters: 155.31 to 169.69
sed on MAXIMUM one-day move over last 12 Q’s (12.9%): 141.52 to 183.48
Based on UP max only (+3.5%): 168.20
Open to requests for other symbols.
#earnings #closing ANET Oct. 31…
Oct. 31 sold a Dec. 20, 190/200/290/300 #ironcondor for 1.88. ANET went way down to 173.
Today it finally broke 200 as I was getting ready to roll. I closed the put spread for 2.07, the call spread will expire on Friday (it will). I’ll take the small loss as a victory.
#earnings #rolling STT October 17,…
#earnings #closing BIDU Nov. 6,…
COST earnings analysis
#Earnings $COST reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Oct. 3, 2019 AC +0.92%
May 30, 2019 AC -0.81%
March 7, 2019 AC +5.08% Biggest UP
Dec. 13, 2018 AC -8.58% Biggest DOWN
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%
May 25, 2017 AC +1.79%
March 2, 2017 AC -4.33%
Dec. 7, 2016 AC +2.43%
Avg (+ or -) 3.35%
Bias -1.10%, negative bias on earnings.
With stock at 297.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 287.83 to 307.17
Based on AVERAGE one-day move over last 12 quarters: 287.53 to 307.47
sed on MAXIMUM one-day move over last 12 Q’s (-8.6%): 271.97 to 323.03
Based on UP max only (+5.1%): 312.61
Open to requests for other symbols.
#earnings #closing AEO Tuesday sold…
ADBE earnings analysis
#Earnings $ADBE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 17, 2019 AC -1.74%
June 18, 2019 AC +5.21% Biggest UP
March 14, 2019 AC -3.95%
Dec. 13, 2018 AC -7.28% Biggest DOWN
Sept. 13, 2018 AC +2.29%
June 14, 2018 AC -2.43%
March 15, 2018 AC +3.05%
Dec. 14, 2017 AC +1.43%
Sept. 19, 2017 AC -4.24%
June 20, 2017 AC +2.36%
March 16, 2017 AC +3.80%
Dec. 15, 2016 AC -1.47%
Avg (+ or -) 3.27%
Bias -0.25%, negative bias on earnings.
With stock at 304.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 293.08 to 314.92
Based on AVERAGE one-day move over last 12 quarters: 295.02 to 314.98
sed on MAXIMUM one-day move over last 12 Q’s (7.3%): 282.80 to 327.20
Based on UP max only (+5.2%): 320.89
Open to requests for other symbols.
AVGO earnings analysis
#Earnings $AVGO reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 12, 2019 AC -3.41%
June 13, 2019 AC -5.56% Biggest DOWN
March 14, 2019 AC +8.23%
Dec. 6, 2018 AC +0.58%
Sept. 6, 2018 AC +7.69%
June 7, 2018 AC -2.53%
March 15, 2018 AC -4.81%
Dec. 6, 2017 AC 0.00%
Aug. 24, 2017 AC -3.70%
June 1, 2017 AC +8.49% Biggest UP
March 1, 2017 AC +0.99%
Dec. 8, 2016 AC +4.90%
Avg (+ or -) 4.24%
Bias 0.91%, positive bias on earnings.
With stock at 327.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 312.80 TOO 342.20
Based on AVERAGE one-day move over last 12 quarters: 313.61 TO 341.39
sed on MAXIMUM one-day move over last 12 Q’s (8.5%): 299.70 TO 355.30
Based on DOWN max only (-5.6%): 309.29
Open to requests for other symbols.
AEO closed
#Earnings BTC $AEO Dec 13th 15 put for .50. #LongStraddle sold for 1.35 on Tuesday. Closed for a total of .55.
CIEN Earnings
#JadeLizards #Earnings – Getting away to the upside so taking a small winner and moving on…
Bought to Close CIEN DEC 13 2019 33.5/37.0/38.0 Jade Lizards @ .81 (sold for 1.09)
Looked great until the conference call started…not sure what was said.
#earnings #closing LULU Bought Jan….
CIEN Earnings
#JadeLizards #Earnings – Taking a small shot. Breakeven near the expected move and recent lows with no upside risk.
Sold CIEN DEC 13 2019 33.5/37.0/38.0 Jade Lizards @ 1.09
CIEN earnings analysis
#Earnings $CIEN reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 5, 2019 BO -3.83%
June 6, 2019 BO +26.78% Biggest UP
March 5, 2019 BO -4.88%
Dec. 13, 2018 BO +8.61%
Aug. 30, 2018 BO +12.44%
May 31, 2018 BO -4.19%
March 6, 2018 BO +10.05%
Dec. 7, 2017 BO -1.93%
Aug. 31, 2017 BO -10.96% Biggest DOWN
June 1, 2017 BO +15.80%
March 8, 2017 BO -8.40%
Dec. 8, 2016 BO +15.13%
Avg (+ or -) 10.25%
Bias 4.55%, positive bias on earnings.
With stock at 35.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 32.28 to 38.72
Based on AVERAGE one-day move over last 12 quarters: 31.86 to 39.14
Based on MAXIMUM one-day move over last 12 Q’s (26.8%): 25.99 to 45.01
Based on DOWN max only (-11.0%): 31.61
Open to requests for other symbols.
LULU #earnings Also from Yesterday…
AEO closing
#Earnings BTC $AEO Dec 13th 15 calls for .05. Holding puts for a spike higher. Sold #LongStraddle for 1.35 yesterday.
#earnings LULU Sold Jan. 17,…
LULU earnings analysis
#Earnings $LULU reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 5, 2019 AC +7.81%
June 12, 2019 AC +2.12%
March 27, 2019 AC +14.12%
Dec. 6, 2018 AC -13.36%
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%
Avg (+ or -) 11.64%
Bias 5.50%, positive bias on earnings.
With stock at 230.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 212.70 to 247.30
Based on AVERAGE one-day move over last 12 quarters: 203.24 to 256.76
sed on MAXIMUM one-day move over last 12 Q’s (23.4%): 176.11 to 283.89
Based on UP max only (+16.3%): 267.51
Open to requests for other symbols.
AEO straddle
#Earnings Sold to Open $AEO Dec 11th 15 #LongStraddle for 1.35. Needs over an 11% move before losses; avg move has been 6.6%.
#earnings #ironbutterfly AEO Sold Dec….
Sold Dec. 20, 13.50/15.50/15.50/17.50 for 1.33
Thanks for the data Jeff
AEO earnings analysis
#Earnings $AEO reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 4, 2019 BO -11.61%
June 5, 2019 BO +0.10%
March 6, 2019 AC -0.37%
Dec. 11, 2018 AC +2.94%
Aug. 29, 2018 BO -6.52%
May 31, 2018 BO -1.81%
March 8, 2018 BO -9.43%
Dec. 6, 2017 BO +2.42%
Aug. 23, 2017 BO +7.76% Biggest UP
May 17, 2017 BO -14.73% Biggest DOWN
March 1, 2017 BO -9.52%
Nov. 30, 2016 BO -12.42%
Avg (+ or -) 6.64%
Bias -4.43%, strongly negative bias on earnings.
With stock at 15.30 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 13.90 to 16.70
Based on AVERAGE one-day move over last 12 quarters: 14.28 to 16.32
sed on MAXIMUM one-day move over last 12 Q’s (14.7%): 13.05 to 17.55
Based on UP max only (+7.8%): 16.49
Open to requests for other symbols.
PLCE earnings analysis
#Earnings $PLCE reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 21, 2019 BO -2.44%
May 15, 2019 BO -6.90%
March 5, 2019 BO +5.70%
Dec. 6, 2018 BO -13.38% Biggest DOWN
Aug. 23, 2018 BO -1.27%
May 17, 2018 BO -7.94%
March 20, 2018 BO -7.91%
Nov. 15, 2017 BO +5.92%
Aug. 9, 2017 BO -4.57%
May 18, 2017 BO -0.44%
March 8, 2017 BO +18.26% Biggest UP
Nov. 17, 2016 BO +13.24%
Avg (+ or -) 7.33%
Bias -0.14%, no significant bias on earnings.
With stock at 69.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 61.31 to 77.69
Based on AVERAGE one-day move over last 12 quarters: 64.41 to 74.59
sed on MAXIMUM one-day move over last 12 Q’s (18.3%): 56.81 to 82.19
Based on DOWN max only (-13.4%): 60.20
Open to requests for other symbols.
MDB
MDB earnings analysis
#Earnings $MDB reports tonight. Below are details on earnings one-day moves over its entire history (8 quarters).
Sept. 4, 2019 AC -5.18% Biggest DOWN
June 5, 2019 AC -0.75%
March 13, 2019 AC +25.58% Biggest UP
Dec. 4, 2018 AC +8.37%
Sept. 5, 2018 AC +9.17%
June 6, 2018 AC -3.27%
March 13, 2018 AC +7.42%
Dec. 12, 2017 AC -5.68%
Avg (+ or -) 8.18%
Bias 4.46%, positive bias on earnings.
With stock at 133.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 120.31 to 145.69
Based on AVERAGE one-day move over last 12 quarters: 122.12 to 143.88
sed on MAXIMUM one-day move over last 12 Q’s (25.6%): 98.98 to 167.02
Based on DOWN max only (-5.7%): 125.45
Open to requests for other symbols.
AZO earnings analysis
#Earnings $AZO reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 24, 2019 BO -4.41%
May 21, 2019 BO +5.56%
Feb. 26, 2019 BO +5.10%
Dec. 4, 2018 BO +6.74% Biggest UP
Sept. 18, 2018 BO -1.97%
May 22, 2018 BO -9.48%
Feb. 27, 2018 BO -11.06% Biggest DOWN
Dec. 5, 2017 BO +0.42%
Sept. 19, 2017 BO -5.00%
May 23, 2017 BO -11.84%
Feb. 28, 2017 BO -0.58%
Dec. 6, 2016 BO +0.43%
Avg (+ or -) 5.22%
Bias -2.17%, negative bias on earnings.
With stock at 1177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 1121.65 to 1233.35
Based on AVERAGE one-day move over last 12 quarters: 1116.08 to 1238.92
sed on MAXIMUM one-day move over last 12 Q’s (11.8%): 1038.08 to 1316.92
Based on UP max only (+6.7%): 1256.86
Open to requests for other symbols.
#earnings #closing FIVE Dec. 4,…
MRVL closed
#Earnings . BTC $MRVL Dec 6th 25 puts for .80. #LongStraddle sold for 1.65 on Tuesday. Closed for 1.00 total.
ULTA Earnings
#CoveredCalls #Earnings – This should almost guarantee blowout earnings. Rolling my covered call down into the money for additional downside protection…
Rolled ULTA DEC 6 2019 240.0 Call to DEC 6 2019 230.0 Call @ 4.91 credit (10.02 total now)
Take FIVE
#Earnings BTC $FIVE Dec 6th 115 puts for .05. The 115/113 spreads sold for .763 (avg price) yesterday. Holding long 113 puts, expiration lottery ticket.
ULTA earnings analysis
#Earnings $ULTA reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 29, 2019 AC -29.55% Biggest DOWN
May 30, 2019 AC +1.50%
March 14, 2019 AC +8.28% Biggest UP
Dec. 6, 2018 AC -13.12%
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%
May 25, 2017 AC +3.19%
March 9, 2017 AC +4.62%
Dec. 1, 2016 AC -1.56%
Avg (+ or -) 7.48%
Bias -2.22%, negative bias on earnings.
With stock at 242.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 219.79 to 264.21
Based on AVERAGE one-day move over last 12 quarters: 223.90 to 260.10
sed on MAXIMUM one-day move over last 12 Q’s (29.6%): 170.49 to 313.51
Based on UP max only (+8.3%): 262.04
Open to requests for other symbols.
SIG closed
#Earnings BTC $SIG Dec 6th 17 #LongStraddle for 1.75 (1.50 calls, .25 puts). Sold yesterday for 2.86.
RH Earnings
#IronFlies #Earnings – With over a 20 dollar move expected this has very little if any chance of working. Playing it as a lottery ticket out of boredom. Let’s see a 200 pin on this on Friday. 🙂 🙂
Only filled on one so far…
Sold RH DEC 6 2019 195/200/200/205 Iron Fly @ 4.80
Risk 20 to make 480 (now that’s a lottery ticket!)
SIG alert
#Earnings Sold to Open $SIG Dec 6th 17 #LongStraddle for 2.86. Stock must move over 16.7% to become a loser. Avg move has been 14.57%.
#earnings #jadelizard FIVE Sold Dec….
FIVE earnings analysis & trade
#Earnings $FIVE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 28, 2019 AC +6.27%
June 5, 2019 AC -1.00%
March 27, 2019 AC +8.15%
Dec. 6, 2018 BO -2.66%
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%
Avg (+ or -) 6.88%
Bias 5.62%, robustly positive bias on earnings.
With stock at 117.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 107.13 to 126.87
Based on AVERAGE one-day move over last 12 quarters: 108.95 to 125.05
sed on MAXIMUM one-day move over last 12 Q’s (21.9%): 91.42 to 142.58
Based on DOWN max only (-3.5%): 112.96
Open to requests for other symbols.
SIG earnings analysis
#Earnings $SIG reports tomorrow morning. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 5, 2019 BO +26.88% Biggest UP
June 6, 2019 BO -1.23%
April 3, 2019 BO +0.54%
Dec. 6, 2018 BO -18.04%
Aug. 30, 2018 BO +23.84%
June 6, 2018 BO +18.39%
March 14, 2018 BO -20.22%
Nov. 21, 2017 BO -30.39% Biggest DOWN
Aug. 24, 2017 BO +16.66%
May 25, 2017 BO -7.75%
March 9, 2017 BO +8.72%
Nov. 22, 2016 BO +2.14%
Avg (+ or -) 14.57%
Bias 1.63%, positive bias on earnings.
With stock at 16.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 13.80 to 19.20
Based on AVERAGE one-day move over last 12 quarters: 14.10 to 18.90
sed on MAXIMUM one-day move over last 12 Q’s (30.4%): 11.49 to 21.51
Based on UP max only (26.9%): 20.94
Open to requests for other symbols.
RH earnings analysis
#Earnings $RH reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Sept. 10, 2019 AC +5.07%
June 12, 2019 AC +15.82%
March 28, 2019 AC -21.96%
Dec. 3, 2018 AC +10.90%
Sept. 4, 2018 AC -13.06%
June 11, 2018 AC +30.54%
March 27, 2018 AC +22.48%
Dec. 5, 2017 AC +0.79%
Sept. 6, 2017 AC +44.75% Biggest UP
June 1, 2017 AC -25.69% Biggest DOWN
March 28, 2017 AC +14.94%
Dec. 8, 2016 AC -18.13%
Avg (+ or -) 18.68%
Bias 5.54%, positive bias on earnings.
With stock at 204.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 181.93 to 226.07
Based on AVERAGE one-day move over last 12 quarters: 165.90 to 242.10
sed on MAXIMUM one-day move over last 12 Q’s (44.8%): 112.71 to 295.29
Based on DOWN max only (-25.7%): 151.59
Open to requests for other symbols.
MRVL straddle
#Earnings BTC $MRVL Dec 6th 25 calls for .20. #ShortStraddle sold yesterday for 1.65. Will close puts on the rebound.
#earnings #closing CRM Earlier today…
MRVL earnings analysis & trade
#Earnings $MRVL reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 29, 2019 AC -0.95%
May 30, 2019 AC +0.49%
March 7, 2019 AC -2.55%
Dec. 4, 2018 AC +3.80%
Sept. 6, 2018 AC -0.05%
May 31, 2018 AC +2.92%
March 8, 2018 AC +0.08%
Nov. 28, 2017 AC -4.55% Biggest DOWN
Aug. 24, 2017 AC +7.50%
May 25, 2017 AC +4.30%
March 2, 2017 AC +1.51%
Nov. 17, 2016 AC +10.77% Biggest UP
Avg (+ or -) 3.29%
Bias 1.94%, strong positive bias on earnings.
With stock at 25.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 23.29 to 26.71
Based on AVERAGE one-day move over last 12 quarters: 24.18 to 25.82
sed on MAXIMUM one-day move over last 12 Q’s (10.8%): 22.31 to 27.69
Based on DOWN max only (-4.6%): 23.86
Open to requests for other symbols.
#earnings CRM Sold Jan. 17,…
#earnings CRM
Sold Jan. 17, 140/180 strangle for 2.29.
Thanks for the data Jeff
CRM earnings analysis
#Earnings $CRM reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 22, 2019 AC +2.24%
June 4, 2019 AC +5.05%
March 4, 2019 AC -0.96%
Nov. 27, 2018 AC +10.27% Biggest UP
Aug. 29, 2018 AC -1.71%
May 29, 2018 AC +1.90%
Feb. 28, 2018 AC +2.73%
Nov. 21, 2017 AC -1.81% Biggest DOWN
Aug. 22, 2017 AC +0.12%
May 18, 2017 AC -0.39%
Feb. 28, 2017 AC +3.02%
Nov. 17, 2016 AC +3.43%
Avg (+ or -) 2.80%
Bias 1.99%, strong positive bias on earnings.
With stock at 160.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 152.37 to 167.63
Based on AVERAGE one-day move over last 12 quarters: 155.52 to 164.48
sed on MAXIMUM one-day move over last 12 Q’s (10.3%): 143.57 to 176.43
Based on DOWN max only (-1.8%): 157.10
Open to requests for other symbols.
#earnings #closing BBY Nov. 25,…
#earnings #closing DE ADSK #shortstrangles…
#earnings #closing DE ADSK
#shortstrangles #doublecalendar
DE Nov. 26, sold a Dec. 20 160/195 strangle for 1.34, bought Nov. 29 for .80
ADSK Nov. 26 bought a Dec. 6/Dec. 13 170 double calendar for .48. Nov. 29 sold for 1.04
Thanks to Jeff for the data
ADSK closed
#Earnings Sold to close $ADSK Nov29/Dec06 170 #DoubleCalendar for .92. Bought for .65 yesterday.
Started the morning nicely, but looks like a runner.
ADSK dub cal
#Earnings Bought to Open $ADSK Nov29/Dec06 170 #DoubleCalendar for .65. Had the order on for a couple hours… just filled on one. As has been the case with these trades, they can fill slowly as we near the bell.
Lower probability as ADSK has moved on earnings a fair amount. But most recent quarters has below average moves.
VMW reports tonight
#Earnings $VMW reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 22, 2019 AC -9.94%
May 30, 2019 AC -11.53% Biggest DOWN
Feb. 28, 2019 AC +3.71%
Nov. 29, 2018 AC +3.62%
Aug. 23, 2018 AC -2.19%
May 31, 2018 AC +6.14% Biggest UP
March 1, 2018 AC -5.91%
Nov. 30, 2017 AC +3.60%
Aug. 24, 2017 AC +1.89%
June 1, 2017 AC -2.09%
Jan. 26, 2017 AC +3.49%
Oct. 26, 2016 AC +3.35%
Avg (+ or -) 4.79%
Bias -0.49%, negative bias on earnings.
With stock at 167.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 156.28 to 177.72
Based on AVERAGE one-day move over last 12 quarters: 159.00 to 175.00
sed on MAXIMUM one-day move over last 12 Q’s (-11.5%): 147.74 to 186.26
Based on UP max only (+6.1%): 177.25
Open to requests for other symbols.
#earnings DE Sold Dec. 20,…
#earnings DE
Sold Dec. 20, 160/195 strangle for 1.34.
Thanks for the data Jeff.
HD closed
#Earnings Sold $HD stock for 220.50.
Nov22/Nov29 237.5 #DoubleCalendar bought for .82 on monday Nov 18th
#Assignment on stock for 237.50 on the 21st
Sold Nov 29th long puts for 18.20 on the 21st
Sold stock today for 220.50
Profit on trade: +0.38
Trades can work even when they initially fail… if you can carry the stock and hold it through dips. Not advised during a correction but it worked in this environment.
DE earnings analysis
#Earnings $DE reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 16, 2019 BO +3.84%
May 17, 2019 BO -7.65%Biggest DOWN
Feb. 15, 2019 BO -2.11%
Nov. 21, 2018 BO +2.42%
Aug. 17, 2018 BO +2.35%
May 18, 2018 BO +5.74%
Feb. 16, 2018 BO +1.57%
Nov. 22, 2017 BO +4.32%
Aug. 18, 2017 BO -5.37%
May 19, 2017 BO +7.30%
Feb. 17, 2017 BO +1.00%
Nov. 23, 2016 BO +11.04% Biggest UP
Avg (+ or -) 4.56%
Bias 2.04%, positive bias on earnings.
With stock at 177.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 169.40 to 185.60
Based on AVERAGE one-day move over last 12 quarters: 169.41 to 185.59
sed on MAXIMUM one-day move over last 12 Q’s (11.0%): 157.90 to 197.10
Based on DOWN max only (-7.7%): 163.92
Open to requests for other symbols.
ADSK earnings analysis
#Earnings $ADSK reports tonight. Below are details on earnings one-day moves over the last 12 quarters.
Aug. 27, 2019 AC -6.74%
May 23, 2019 AC -4.90%
Feb. 28, 2019 AC -1.98%
Nov. 20, 2018 AC +9.74%
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%
Avg (+ or -) 8.19%
Bias 1.57%, positive bias on earnings.
With stock at 250.00 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 156.50 to 183.50
Based on AVERAGE one-day move over last 12 quarters: 156.08 to 183.92
sed on MAXIMUM one-day move over last 12 Q’s (15.9%): 143.06 to 196.95
Based on UP max only (+15.3%): 196.04
Open to requests for other symbols.
Options Bistro 