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A statistical approach to Trade Straddles
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Future Earnings Watch
Symbol Earning Date Price Movement
Last Options Month Last Earning
AGP Jul 23, 2008 +14.69% -9.68%
ARG Jul 23, 2008 -13.3% +16.49%
ARW Jul 23, 2008 -14.8% -15.1%
CMG Jul 23, 2008 -22.01% -9.46%
CNH Jul 23, 2008 -30.33% -19.3%
CNW Jul 23, 2008 +9.91% -12.98%
CRA Jul 23, 2008 -10.39% -14.85%
CRI Jul 23, 2008 -14.53% -16.48%
DOX Jul 23, 2008 -8.15% +17.2%
FIC Jul 23, 2008 -15.26% -17.72%
 

Straddle InThePlay
Symbol Earning Date Type Cost Score
SPSX Jul 28 $45 2.98% +49.38%
MFLX Jul 28 $30/$25 20.95% +41.35%
HMSY Aug 01 $25 12.24% +29.14%
EDS Aug 04 $25 3.6% +27.11%
HURN Aug 05 $55 13.3% +23.86%
KNXA Aug 04 $20 16.22% +22.04%
NTGR Jul 23 $15 13.95% +20.8%
CGNX Jul 28 $25/$22.5 15.87% +20.71%
ZMH Jul 24 $70/$65 7.6% +18.23%
IIVI Aug 05 $40/$35 13.46% +17.85%
PDGI Jul 31 $17.5 19.98% +17.51%
CNQR Jul 30 $35 15.76% +16.99%
BRL Aug 07 $65 6.49% +16.41%
 

Iron Condor InThePlay
Symbol Earning Date Type Credit Score
FED Jul 28 12.5/10 Call 7.5/10 Put $1.65 +146.98%
PDLI Jul 28 15/12.5 Call 7.5/10 Put $2 +139.91%
FNM Aug 04 16/15 Call 14/15 Put $0.7 +131.95%
BYD Jul 28 15/12.5 Call 7.5/10 Put $1.05 +91.66%
MGM Aug 05 40/35 Call 25/30 Put $2.4 +73.82%
ACAS Aug 05 30/25 Call 20/22.5 Put $1.8 +72.69%
LPX Jul 29 12.5/10 Call 7.5/10 Put $1.35 +72.29%
XL Jul 28 25/22.5 Call 17.5/20 Put $1.25 +68.52%
ELN Jul 24 35/34 Call 33/34 Put $0.65 +67.14%
HUN Jul 30 17.5/15 Call 10/12.5 Put $0.7 +66.31%
GMXR Jul 28 70/65 Call 55/60 Put $2.8 +63.34%
LNY Aug 11 17.5/15 Call 10/15 Put $1.6 +62.67%
MPG Jul 28 15/12.5 Call 7.5/10 Put $0.4 +62.35%
 

Top Price Movements from Latest Earnings
Symbol Earning Date Movement
TTEC Jul 16, 2008 -44.02%
OSTK Jul 18, 2008 -42.05%
HNI Jul 16, 2008 +41.15%
WFC Jul 16, 2008 +33.15%
FMBI Jul 16, 2008 +27.42%
AZZ Jun 27, 2008 +26.46%
GAP Jul 18, 2008 -26.24%
APOL Jul 01, 2008 +25.24%
IIIN Jul 17, 2008 -24.79%
ACO Jul 18, 2008 +24.27%
AM Jun 25, 2008 -24.04%
RECN Jul 16, 2008 +24%
RBN Jun 30, 2008 +23.58%
NPBC Jul 16, 2008 +23.2%
MTB Jul 14, 2008 -23.08%
 

Sponsors

Welcome to Optionslam.com. Optionslam.com is focusing on Options trading at earnings. Trades are traced with Straddle Play before the earning news and Gap opening play after the earnings news.

What you can find at Optionslam.com

  • Most volatile stocks after earnings: Optionslam.com gives stocks its rating based on price movement after earnings announcement.
  • Most volatile stocks for each options month: Optionslam.com calculates stock price movement based on Options month instead of traditional calendar month.

  • About Optionslam.com

    • Although the Options Straddle Earning Play is easy to follow, it is not for the faint of heart. We are not trying to promote the trading method to the public but to invite elite traders to join our network.
    • Optionslam is a tool to analyze certain stock movements. We encourage members to exchange picks together at our forum.
    • Optionslam does not guarantee any profit on any trades. We believe none of the trading systems can guarentee any success without proper money management.
    • Our minimum monthly fee is to make sure only serious traders would be able to publish their picks and trading opinions.

  • List of upcoming earnings dates: Optionslam.com consolidates multiple Internet sources to verify earnings date for each stock.

  • After Hour/Pre Market Movement: Optionslam.com provides daily report to list after hour/pre market movements for stocks after earnings release.

  • Current and historical Straddle/Strangle plays: Optionslam.com uses delayed options quotes to calculate the best possible straddle/strangle plays for up coming earnings event.

  • Current Iron Condor/Butterfly plays: Optionslam.com uses delayed options quotes to calculate the best possible Iron Condor/Butterfly plays for up coming earnings event.

  • Tracking Volatility Crash: Optionslam.com tracks historical Options Volatility Crash at Earnings date.

  • Technical Analysis Index:

    Optionslam.com publishes two of its own index: Optionslam Directional Index and Optionslam Average True Percentage.


  • Stock Earning Blogs and Members Forum: Optionslam.com provides forum and blog space to allows members tracking earnings events and exchange trading ideas.

  • Data Feed to Excel: Provide link to download earnings date and historical data to Excel format.

What Optionslam.com does not provide?

  • Does not contain stocks with no Options trading.
  • Does not offer any trading advises nor instructions.
  • Does not provide any fundamental data for stock trading.
  • Does not provide real time Options volatility.

Please read the disclaimer section before using tools provided by Optionslam.com.

  • The system cannot guarantee profit on all trades. In the long run it is very likely that the profit will outrun the loss.
  • The system cannot guarantee a minimum return every quarter.
  • Breaking down into individual trades, the risk of losing money is very high. This system requires a strict and high discipline to follow.

If you are interested to learn more, please click the link below to read more details. We do not hide any secrets of this trade method.

Introduction on Optionslam Earnings Straddle Play



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