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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
SOL May 14, 2008 +108.85% -21.78%
ANW May 14, 2008 +26.27% -15.97%
ACXM May 14, 2008 -8.64% +16.44%
CTRP May 14, 2008 +10.08% +15.27%
SPTN May 14, 2008 +10.97% +15.34%
SSRX May 14, 2008 -5.29% -35.29%
TTEC May 14, 2008 -6.39% +13.83%
VOXX May 14, 2008 +8.2% -17.92%
YGE May 15, 2008 +54.55% -14.22%
MNT May 15, 2008 -10.04% -9.83%
 

Straddle InThePlay
Symbol Earning Date Type Cost Score
VRGY May 22 $22.5/$20 14.66% +18.67%
DRQ May 14 $60/$55 8.56% +16.75%
TTEC May 14 $25 11.25% +9.47%
ACXM May 14 $12.5 10.43% +8.91%
JWN May 15 $35 5.77% +8.17%
A May 14 $32.5 6.94% +5.16%
BRS May 21 $60/$55 11.73% +3.51%
DRS May 20 $80/$75 5.01% +3.17%
MNT May 15 $30 12.58% -0.37%
BRNC May 16 $17.5 5.14% -0.92%
CTRP May 14 $65/$60 11.49% -0.99%
DAKT May 28 $17.5 18.47% -5.1%
TNP May 21 $35 9.07% -5.79%
 

Iron Condor InThePlay
Symbol Earning Date Type Credit Score
M May 14 30/25 Call 20/22.5 Put $0.4 +22.25%
VIP May 16 40/35 Call 25/30 Put $0.05 +20.05%
DE May 14 95/90 Call 85/90 Put $3.4 +13.96%
MPEL May 15 17.5/15 Call 10/12.5 Put $0.1 +5.03%
NICE May 14 40/35 Call 25/30 Put $0.15 +4.93%
BX May 15 22.5/20 Call 15/17.5 Put $0.15 +4.3%
YGE May 15 30/25 Call 20/22.5 Put $1.05 +3.53%
EJ May 15 20/17.5 Call 12.5/15 Put $0.2 +2.82%
GA May 15 20/17.5 Call 12.5/15 Put $0.45 +1.11%
SINA May 14 60/55 Call 45/50 Put $2 +0.78%
STV May 14 22.5/20 Call 17.5/20 Put $1.4 -4.24%
CTRP May 14 70/65 Call 55/60 Put $2.5 -8.55%
SOL May 14 25/22.5 Call 17.5/20 Put $0.8 -8.71%
 

Top Price Movements from Latest Earnings
Symbol Earning Date Movement
OSTK Apr 18, 2008 +50%
CROX Apr 14, 2008 -43.22%
AFFX Apr 14, 2008 -38.27%
NTRI Apr 08, 2008 +33.13%
AVCT Apr 16, 2008 +32.93%
USNA Mar 27, 2008 -32.25%
EPIC Apr 17, 2008 -31.23%
APOL Mar 27, 2008 -30.06%
PTRY Apr 09, 2008 -27.06%
AMN Mar 26, 2008 -26.29%
DSW Mar 27, 2008 -26.21%
APOG Apr 09, 2008 +26.18%
NVTL Apr 14, 2008 -25.87%
PAY Apr 02, 2008 -25.54%
UTIW Mar 27, 2008 +22.67%
 

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