Exclusive Update    Optionslam.com has confirmed NYSE:GPT next earnings date on Tue Feb 28, 2017 AC
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Short Interest Last Earning
ITGR (10.0*) Feb. 27, 2017 None% 26.33%
PBYI (3.1) Feb. 27, 2017 23.39% 17.86%
PODD (5.2) Feb. 27, 2017 9.57% 19.42%
EXEL (4.4) Feb. 27, 2017 5.71% 16.76%
HYH (4.0*) Feb. 27, 2017 8.63% 10.36%
AMWD (4.2) Feb. 27, 2017 3.74% -12.88%
DGI (6.3) Feb. 27, 2017 8.14% 10.01%
TBPH (4.2*) Feb. 27, 2017 16.59% 20.11%
FGEN (4.1*) Feb. 28, 2017 4.97% 25.78%
TASR (4.4) Feb. 28, 2017 20.84% 18.29%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on Feb. 24, 2017

Symbol Earning Date Weekly Implied Movement
 
PBYI (3.1) Feb. 27, 2017 22.41%
IOC (1.6) March 30, 2017 11.76%
SRPT (2.8) Feb. 28, 2017 10.61%
JOY (3.3) March 2, 2017 10.03%
ACAD (3.3) Feb. 28, 2017 9.28%
BBY (3.6) March 1, 2017 9.14%
TASR (4.4) Feb. 28, 2017 8.73%
TSRO (3.1) Feb. 28, 2017 8.59%
IONS (5.0*) Feb. 28, 2017 8.31%
WDAY (3.5) Feb. 27, 2017 8.02%
For more information click here

 

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


 
Featured Stock: MA (NYSE)       Mastercard Incorporated    
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
Jan. 31, 2017 BO $109.30 @$110.00 $3.33 3.03% -3.47% O $106.06 20.12%
Oct. 28, 2016 BO $103.60 @$104.00 $2.84 2.73% 4.08% O $107.16 7.39%
July 28, 2016 BO $93.75 @$94.00 $2.93 3.11% 2.93% I $95.72 -40.27%
April 28, 2016 BO $98.38 @$98.50 $3.35 3.4% -1.67% I $96.85 -53.73%
For more information click here

 
Strategy Testing

BIDU Joel    Opened a long     Calendar Spread     @$185.00 Expires March 17, 2017 /Jan. 19, 2018
     
   Feb. 23, 2017, 6:54 p.m.
FIT cabbage    Opened a long     Straddle     @$5.00 Expires Jan. 19, 2018
     
   Feb. 22, 2017, 2:54 p.m.
ETE cabbage    Opened a short     Straddle     @$20.00 Expires Jan. 19, 2018
     
   Feb. 22, 2017, 2:54 p.m.
HLX Igor    Opened a long     Call     @$7.00 Expires March 17, 2017
     
   Feb. 21, 2017, 2:54 p.m.
NEM cabbage    Closed a short     Straddle     @$37.00 Expires March 17, 2017
   PnL: $32.00   
   Feb. 22, 2017, 2:54 p.m.
WLL cabbage    Closed a short     Straddle     @$11.00 Expires March 17, 2017
   PnL: $0.00   
   Feb. 22, 2017, 2:54 p.m.
AAP Francisco    Opened a     Iron Condor     @$150.00 /$145.00 /$175.00 /$180.00 Expires March 17, 2017
     
   Feb. 21, 2017, 2:54 p.m.
JD zhengwei    Opened a long     Call     @$30.00 Expires March 17, 2017
     
   Feb. 21, 2017, 2:54 p.m.
CERN gianlox    Closed a short     Strangle     @$47.50 /$57.50 Expires March 17, 2017
   PnL: $385.00   
   Feb. 10, 2017, 8:54 p.m.
CYBR gianlox    Closed a short     Strangle     @$50.00 /$60.00 Expires Jan. 19, 2018
   PnL: $475.00   
   Feb. 10, 2017, 8:54 p.m.
Upcoming Webinars
Subject: Pre Earnings calendars and dbl Calendars
Description: One of my favorite earnings trades is the pre - ER calendar. This is a time tested winner quarter after quarter. Please join us for an in depth discussion regarding the basic concepts of this strategy as well as some current examples. Trades illustrated are for educational purposes only.
Date: Feb. 27, 2017, 1 p.m. EST
Hosted By: Marko
Click here for registration details



Book From Our Affiliate

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



Implied Move (Weekly Expiry)    
Symbol Earning Date Implied Move
AMT Feb. 27, 2017 BO 2.01%
EMES Feb. 27, 2017 BO 11.09%
EOG Feb. 27, 2017 AC 3.66%
GOGO Feb. 27, 2017 BO 8.91%
OKE Feb. 27, 2017 AC 3.7%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
AMT Feb. 27, 2017 BO 3.03%
TD March 2, 2017 BO 3.06%
NWN Feb. 27, 2017 BO 3.4%
ARI Feb. 27, 2017 AC 3.43%
ORCL March 15, 2017 AC 3.5%
HPT March 1, 2017 BO 3.52%




Trending into Earnings    
Symbol Earning Date Price
MDCO Feb. 28, 2017 BO $52.06
TSRO Feb. 28, 2017 AC $186.90
ZLTQ Feb. 28, 2017 AC $55.62
CORE Feb. 27, 2017 BO $32.99
ACAD Feb. 28, 2017 AC $38.88
SRPT Feb. 28, 2017 AC $32.02



Earnings Calendar    
Symbol Price Gap Move
CO $0.00 -None%  
DXPE $0.00 -None%  
ENH $0.00 -None%  
EVAR $0.00 -None%  
FFNM $0.00 -None%  




Active Traders    
Name Trades
gianlox 7
mrvolatility 5
tomele 5
knight 5
cabbage 4
portmaned 4
Dennis 3
exchangexy 3
riilesteet 3
VICTOR 2



 
 
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