Exclusive Update    Optionslam.com has confirmed NYSE:RAD next earnings date on Wed Apr 08, 2015 AC     View Details
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
GME (3.4) March 26, 2015 14.24% -15.4%
RH (5.7*) March 26, 2015 10.39% 15.38%
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%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on March 26, 2015

Symbol Earning Date Weekly Implied Movement
 
CSIQ (5.4) May 14, 2015 5.07%
AMBA (3.4*) None 4.91%
CBI (2.5) April 21, 2015 4.37%
AMAT (1.5) May 14, 2015 4.34%
CIEN (4.2) None 4.32%
ANF (4.0) None 4.23%
CTRP (5.1) None 4.15%
DATA (6.1*) May 4, 2015 4.09%
AOL (4.3) May 5, 2015 4.02%
BIIB (2.4) April 21, 2015 3.87%
For more information click here

 

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


 
Featured Stock: BIDU (NASDAQ)       Baidu, 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
Feb. 11, 2015 AC $214.67 @$215.00 $12.60 5.84% -6.97% O $200.10 10.79% $204.92 -19.76%
Oct. 29, 2014 AC $224.55 @$225.00/$222.50 $12.15 6.01% 5.78% I $234.85 -15.3% $236.59 -10.53%
July 24, 2014 AC $204.27 @$205.00 $13.07 6.43% 11.0% O $217.96 -3.59% $226.07 58.45%
April 24, 2014 AC $159.74 @$160.00 $9.17 5.75% 4.77% I $165.30 -39.8% $161.50 -80.58%
For more information click here

 
Strategy Testing

LULU mrvolatili    Opened a short     Strangle     @$59.00 /$68.00 Expires March 27, 2015
     
   March 25, 2015, 1:20 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    Opened a long     Straddle     @$62.50 Expires March 27, 2015
     
   March 25, 2015, 10:40 a.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    Opened a short     Straddle     @$65.50 Expires March 27, 2015
     
   March 23, 2015, 9:55 a.m.
VRTV jgb    Opened a long     Call     @$50.00 Expires April 17, 2015
     
   March 23, 2015, 9:55 a.m.
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Implied Move (Weekly Expiry)    
Symbol Earning Date Implied Move
ACN March 26, 2015 BO 4.16%
GME March 26, 2015 AC 7.75%
LULU March 26, 2015 BO 8.04%
BBRY March 27, 2015 BO 9.45%
MON April 1, 2015 BO 3.34%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
LTM April 23, 2015 BO 2.25%
BAX April 15, 2015 BO 2.81%
IGT April 20, 2015 AC 2.95%
KMI April 13, 2015 AC 3.17%
JNJ April 14, 2015 BO 3.3%
USB April 15, 2015 BO 3.36%




Trending into Earnings    
Symbol Earning Date Price
AIR April 2, 2015 AC $32.75
GWPH April 2, 2015 BO $87.39
GME March 26, 2015 AC $39.81
OXM March 26, 2015 AC $57.58
INGN March 31, 2015 AC $32.07
RH March 26, 2015 AC $92.21



Earnings Calendar    
Symbol Price Gap Move
FIVE $34.22 6.23%  
PSUN $2.70 -5.92%  
RHT $71.93 5.08%  
OTIV $1.58 4.63%  
RARE $55.01 -2.86%  




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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