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ParCorn
May 10, 2017 2:48 PM

Potential Earnings Plays 2017/05/10 

Macy's IncNYSE

Description

FOXA (Reports 5/10/2017 AC) IVR = 83.1, Expected Move = 3.82%
WFM (Reports 5/10/2017 AC) IVR = 59.6, Expected Move = 4.64%
KSS (Reports 5/11/2017 BM) IVR = 78.3, Expected Move = 6.98%
M (Reports 5/11/2017 BM) IVR = 90.2, Expected Move = 6.33%

Comment

Sold WFM May 12 34.5/33 Put Vertical for .23
Sold KSS May 12 34.5/37.5/43/45.5 IC for .75
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