QuantitativeExhaustion

U.S. Earnings June 22-26 Optionable Plays

INDEX:XSP   S&P 500 Mini-Spx Options Index
277 17 12
U.S. Earnings Week June 22-16

Also included Implied Volatility as of June 13, Saturday, along with 30 Day Average Implied Volatility. Comparing IV with 30 Day IV, can give an option trader an edge when considering which weekly stock earnings to play.

OTM Long Call , Long Put or Strangle Plays (based on Current IV compared to 30 day avg)

CCL, MU, VIMC, IHS             , BBBY             , LEN             , MON, WGO             , ACN             , BKS             , CMC             , SNX

Collecting premium Selling Options

SONC, VIMC, WGO             , APOG             , SCS             , WOR             , FINL
alleytrader
2 years ago
At the current IV comparisons not everyone of stocks in the above list are good earnings play candidates
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
What do you look for when comparing IV and stock price movement?
+2 Reply
alleytrader QuantitativeExhaustion
2 years ago
I like to have a high enough IV that the premium is worth the risk and the strikes can be outside the earnings day expected move. the price movement leading to the earnings event is not that important to me. And I prefer to be able to put protective wings on the trade. Right now the IV on the call side of lots of stock is really taking away a two sided earnings play.
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
FedEx has a 33.1 current IV vs 20.3 -- 30 Day IV. Would you consider this a good play long side (low capital) only with no strangle or put protection ?
+2 Reply
alleytrader QuantitativeExhaustion
2 years ago
I am a premium seller for earnings, I do not buy options at earnings, the volatility can drop to much right after the announcement, however if you think you will get the price to move before the earnings and get out the movement and increasing IV can create so good trades running into earnings
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
You're style is hitting to get on base with strategy of getting runners in scoring position, mine is hitting for home runs and grand slams, knowing I'm going to strike out 70% of the time.

So which options for next week for premium selling vs the one's your staying away from?
+2 Reply
alleytrader QuantitativeExhaustion
2 years ago
You are right I hit about 80% winners on earnings, and have no home runs. i can watch them right up to the earnings day so to early to answer. but for you the ones that are cheaper and have the two IV close together are what I think you should look for and me the opposite.
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
That's good advice, my biggest hits have come from current IV's that are close to 30 Day Avg IV.
+2 Reply
alleytrader QuantitativeExhaustion
2 years ago
That makes perfect sense, and is the opposite condition I look for
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
Well you could employ both strategies.

I myself don't do enough selling options as I should. So I could use both selling and low capital one sided or strangle betting.
+2 Reply
alleytrader QuantitativeExhaustion
2 years ago
I agree and have never considered it, but will spend some time now looking into it deeper
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
Darden Restaurant is probably the only one I would stay clear of if your selling options.
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
U.S. Earnings June 15-19 Optionable Trades


I made a list for last week. If you scroll down a little you can see the IV and 30 Day IV.
+2 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
snapshot


This is the only trade this week that has current IV within 3% of 30 day Implied Volatility Average.
+1 Reply
QuantitativeExhaustion PRO alleytrader
2 years ago
snapshot


wrong chart. DRI IV and 30 day are within 1%
+2 Reply
QuantitativeExhaustion PRO alleytrader
a year ago
Short-Sell Options Strangle plays next week.

ADBE
snapshot


BOBE
snapshot
Reply
QuantitativeExhaustion PRO QuantitativeExhaustion
a year ago
BOBE Strangle (not straddle)
Sell July 50.00 Call x2
and Sell July 45.00 Put
Reply
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