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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
QADB (2.0) May 28, 2015 21.16% 15.82%
QADA (3.3*) May 28, 2015 24.19% 17.49%
AVGO (2.7) May 28, 2015 -13.0% 15.26%
GHM (3.0) May 29, 2015 13.66% 11.32%
CONN (6.8) June 2, 2015 21.46% 17.82%
GEF (2.2) June 3, 2015 -15.58% -15.0%
FIVE (4.6*) June 3, 2015 -10.48% 12.84%
ESL (2.5) June 4, 2015 -12.3% -12.24%
QURE (10.0*) June 4, 2015 33.39% 55.29%
ZUMZ (3.3) June 4, 2015 10.9% -10.18%
For more information click here

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

Symbol Earning Date Weekly Implied Movement
 
ALTR (2.0) None 10.44%
BRCM (2.5) None 10.29%
DECK (4.1) May 28, 2015 9.88%
EOG (2.2) None 9.75%
ADM (1.3) None 9.05%
YOKU (3.8) None 9.02%
SRPT (5.8*) None 8.93%
PBYI (1.8*) None 8.58%
SPLK (4.7) May 28, 2015 8.51%
SHLD (3.2) May 28, 2015 7.82%
For more information click here

 

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


 
Featured Stock: AMZN (NASDAQ)       Amazon.com, Inc.    
Earnings Date IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Price Position Straddle Cost Implied move Max Move I/O Price Return
April 23, 2015 AC $389.99 @$390.00 $31.92 8.17% 16.06% O $446.94 75.46%
Jan. 29, 2015 AC $311.77 @$312.50 $24.12 7.72% 15.3% O $303.06 83.91%
Oct. 23, 2014 AC $313.18 @$312.50/$310.00 $21.79 7.37% -9.31% O $285.55 12.94%
July 24, 2014 AC $358.61 @$360.00 $21.85 6.08% -12.22% O $322.94 71.67%
For more information click here

 
Strategy Testing

GHM mytdm88    Opened a short     Straddle     @$22.50 Expires June 19, 2015
     
   May 28, 2015, 1:49 p.m.
COST Bekim    Opened a short     Straddle     @$144.00 Expires May 29, 2015
     
   May 27, 2015, 2:59 p.m.
CONN yu211    Opened a long     Put     @$40.00 Expires June 19, 2015
     
   May 27, 2015, 1:49 p.m.
ADBE mrvolatili    Opened a short     Straddle     @$80.00 Expires June 19, 2015
     
   May 22, 2015, 10:50 a.m.
LULU mrvolatili    Opened a short     Straddle     @$61.00 Expires June 5, 2015
     
   May 22, 2015, 10:50 a.m.
HPQ yu211    Closed a long     Put     @$34.00 Expires May 22, 2015
   PnL: -$96.00   
   May 22, 2015, 4 p.m.
HD Andy    Closed a short     Vertical Spread     @$112.00 /$114.00 Expires May 22, 2015
   PnL: -$1,140.00   
   May 22, 2015, 4 p.m.
BBY psingathi    Closed a long     Put     @$35.00 Expires May 22, 2015
   PnL: -$57.00   
   May 22, 2015, 4 p.m.
VIPS Danny    Closed a long     Call     @$27.00 Expires May 15, 2015
   PnL: -$50.00   
   May 15, 2015, 4 p.m.
BBY MUSHTAQ    Opened a long     Straddle     @$36.49 Expires June 19, 2015
     
   May 14, 2015, 9:55 a.m.
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Book From Our Affiliate

Featuring tools and screen shots from the OptionSlam.com Web Site



Implied Move (Weekly Expiry)    
Symbol Earning Date Implied Move
ANF May 28, 2015 BO 9.92%
DECK May 28, 2015 AC 9.44%
GME May 28, 2015 AC 6.0%
SDRL May 28, 2015 BO 5.96%
SHLD May 28, 2015 BO 4.17%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
OVTI May 28, 2015 AC 2.03%
TD May 28, 2015 BO 3.05%
RY May 28, 2015 BO 3.35%
SJM June 4, 2015 BO 3.77%
MDT June 2, 2015 BO 3.82%
FDX June 17, 2015 BO 3.82%




Trending into Earnings    
Symbol Earning Date Price
CONN June 2, 2015 BO $36.90
GLNG May 28, 2015 BO $47.85
AKRX June 1, 2015 BO $43.96
MFRM June 3, 2015 AC $57.81
ZUMZ June 4, 2015 AC $30.12
SAFM May 28, 2015 BO $84.50



Earnings Calendar    
Symbol Price Gap Move
SMTC $22.80 -7.39%  
TLYS $12.06 -7.23%  
CPRT $33.25 -6.52%  
PLKI $59.70 2.86%  
ANW $13.75 -1.22%  




Active Traders    
Name Trades
Jim 51
mrvolatility 48
Alpha.S 26
psingathi 20
Marko 17
Ryo 13
maxie 12
Titus 11
PAULO Z 9
Wolfgang 9



 
 
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