Exclusive Update    Optionslam.com has confirmed NASDAQ:MU next earnings date on Thu Apr 02, 2015 AC     View Details
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
CONN (6.7) March 31, 2015 13.94% -44.22%
IMDZ (8.2*) March 31, 2015 18.93% 19.62%
GBX (3.0) April 2, 2015 -16.5% 16.81%
IGTE (4.7) April 9, 2015 14.01% -23.63%
NFLX (6.2) April 15, 2015 -12.02% 18.88%
HA (3.9) April 20, 2015 13.61% -30.16%
WWD (2.7) April 20, 2015 -18.04% 11.76%
BCC (2.7*) April 21, 2015 10.31% -17.39%
BIIB (2.4) April 21, 2015 17.52% 12.38%
ETFC (2.2) April 21, 2015 10.02% 10.24%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on March 27, 2015

Symbol Earning Date Weekly Implied Movement
 
LL (4.3) April 28, 2015 11.00%
PBYI (1.7*) May 11, 2015 7.73%
ICPT (7.5*) May 5, 2015 7.47%
LO (1.2) April 22, 2015 7.23%
HLF (3.5) April 27, 2015 6.44%
ISIS (2.3) May 4, 2015 6.32%
FDO (1.6) April 9, 2015 6.00%
GPRO (6.7*) May 4, 2015 5.11%
EMES (2.8*) May 4, 2015 5.11%
MU (2.6) April 2, 2015 5.01%
For more information click here

 

Optionslam.com Earnings Volatility Index For S&P 500 Stocks (2006 - Present)


 
Featured Stock: AMZN (NASDAQ)       Amazon.com, Inc.     Next Earning: April 22, 2015 AC
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Open Post Earnings: At Market Close
Price Position Straddle Cost Implied move Max Move I/O Price Return Price Return
Jan. 29, 2015 AC $311.77 @$312.50 $24.12 7.72% 15.3% O $348.10 39.09% $303.06 83.91%
Oct. 23, 2014 AC $313.18 @$312.50/$310.00 $21.79 7.37% -9.31% O $291.23 -22.48% $285.55 12.94%
July 24, 2014 AC $358.61 @$360.00 $21.85 6.08% -12.22% O $318.47 88.14% $322.94 71.67%
April 24, 2014 AC $337.15 @$337.50 $21.79 6.48% -10.21% O $309.72 16.1% $305.27 37.9%
For more information click here

 
Strategy Testing

LULU mrvolatili    Closed a short     Strangle     @$59.00 /$68.00 Expires March 27, 2015
   PnL: $178.00   
   March 27, 2015, 4 p.m.
ACN Jim    Closed a short     Strangle     @$85.00 /$93.00 Expires March 27, 2015
   PnL: -$490.00   
   March 26, 2015, 10:30 a.m.
LULU Jim    Closed a long     Straddle     @$62.50 Expires March 27, 2015
   PnL: -$3,730.00   
   March 27, 2015, 2:50 p.m.
ADS maxie    Opened a short     Calendar Spread     @$290.00 Expires April 17, 2015 /Sept. 18, 2015
     
   March 25, 2015, 9:55 a.m.
PAYX Jim    Closed a long     Put     @$49.00 Expires April 17, 2015
   PnL: $90.00   
   March 25, 2015, 10:25 a.m.
PAYX Jim    Closed a short     Put     @$48.00 Expires April 17, 2015
   PnL: -$100.00   
   March 25, 2015, 10:25 a.m.
APOL Jim    Closed a long     Straddle     @$28.00 Expires April 17, 2015
   PnL: $3,100.00   
   March 25, 2015, 10:20 a.m.
ANTM maxie    Opened a long     Call     @$180.00 Expires Jan. 20, 2017
     
   March 23, 2015, 11:50 a.m.
LULU Juan    Closed a short     Straddle     @$65.50 Expires March 27, 2015
   PnL: $384.00   
   March 27, 2015, 4 p.m.
VRTV jgb    Opened a long     Call     @$50.00 Expires April 17, 2015
     
   March 23, 2015, 9:55 a.m.
Upcoming Webinars
Subject: the Pre ER double calendar Set Up
Description: When earnings season slows down trading doesn’t stop. It is time to find opportunity through versatility. I start looking for stocks that will be reporting earnings three to six weeks from now. This is the perfect time to enter long vol calendar spreads. Join Marko to learn some tips and tricks of the pre – ER long vol calendar set up. We will learn how to find candidates and yet another way to set up the trade. Register even if you can not attend. A link to the recorded webinar will be sent to all who register. Also remember that Insider members have access to many previously recorded webinars at the site under the Resources tab. All trades illustrated are for educational purposes only.
Date: March 30, 2015, 1 p.m. EST
Hosted By: Marko
Click here for registration details



Implied Move (Weekly Expiry)    
Symbol Earning Date Implied Move
MON April 1, 2015 BO 3.15%
MU April 2, 2015 AC 5.0%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
LTM April 23, 2015 BO 2.25%
BAX April 15, 2015 BO 2.67%
IGT April 20, 2015 AC 3.09%
JNJ April 14, 2015 BO 3.2%
PM April 16, 2015 BO 3.28%
USB April 15, 2015 BO 3.4%




Trending into Earnings    
Symbol Earning Date Price
AIR March 30, 2015 BO $32.94
INGN March 31, 2015 AC $31.89
GWPH April 2, 2015 BO $86.46
SNX March 31, 2015 AC $76.18
GBX April 2, 2015 BO $56.98
SHLM April 6, 2015 AC $46.96



Earnings Calendar    
Symbol Price Gap Move
COBK $0.00 None%  
EDS $0.00 None%  
ESCR $0.00 None%  
GAME $0.00 None%  
GV $0.00 None%  




Active Traders    
Name Trades
Marko 25
maxie 24
Jim 17
smrtwhkd 16
mrvolatility 14
Wolfgang 12
Titus 11
PAULO Z 9
Thomas Bopp 8
Andy 8


 
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