Exclusive Update    Optionslam.com has confirmed NYSE:EGN next earnings date on Wed May 06, 2015 AC     View Details
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
GPRE (3.2) April 28, 2015 21.87% 11.16%
HURN (3.5) April 28, 2015 -16.59% -16.26%
ICLR (1.8*) April 28, 2015 15.75% 11.82%
MTSI (2.8*) April 28, 2015 15.82% -14.42%
X (3.1) April 28, 2015 -18.02% 15.18%
VDSI (6.1) April 28, 2015 -22.23% 14.28%
GPRO (6.7*) April 28, 2015 -15.51% -13.55%
CEB (4.0*) April 28, 2015 10.03% 13.79%
HAWK (4.5*) April 28, 2015 -15.69% -15.3%
HAWKB (5.5*) April 28, 2015 -15.05% -15.7%
For more information click here

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

Symbol Earning Date Weekly Implied Movement
 
YELP (6.2) April 29, 2015 11.98%
TWTR (7.8*) April 28, 2015 10.72%
GPRO (6.7*) April 28, 2015 10.07%
FEYE (6.4*) April 30, 2015 9.35%
CRUS (4.0) April 28, 2015 9.09%
LL (4.3) April 29, 2015 8.96%
ATHN (4.0) April 30, 2015 8.80%
DWA (4.1) April 30, 2015 8.36%
HLF (3.5) May 5, 2015 8.29%
LNKD (4.3) April 30, 2015 8.07%
For more information click here

 

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


 
Featured Stock: AKAM (NASDAQ)       Akamai Technologies, Inc.     Next Earning: April 28, 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. 10, 2015 AC $62.21 @$62.50 $4.48 7.22% 4.8% I $64.80 -43.52% $63.80 -64.06%
Oct. 29, 2014 AC $56.21 @$56.00 $4.40 7.8% 6.49% I $57.86 -60.68% $59.07 -46.13%
July 30, 2014 AC $60.73 @$60.50 $4.76 7.85% -4.28% I $59.20 -65.54% $59.10 -74.78%
May 1, 2014 AC $54.53 @$54.50 $4.95 9.12% -4.07% I $56.03 -62.22% $53.80 -85.85%
For more information click here

 
Strategy Testing

AAPL Andy    Opened a short     Vertical Spread     @$130.00 /$132.00 Expires May 1, 2015
     
   April 27, 2015, 3:55 p.m.
AAPL Jim    Opened a short     Put     @$124.00 Expires May 1, 2015
     
   April 27, 2015, 3 p.m.
AAPL easymoneys    Opened a long     Call     @$138.00 Expires May 1, 2015
     
   April 27, 2015, 3 p.m.
AAPL PAULO Z    Opened a long     Strangle     @$126.00 /$139.00 Expires May 1, 2015
     
   April 27, 2015, 12:50 p.m.
AAPL Ryo    Opened a long     Straddle     @$133.00 Expires May 1, 2015
     
   April 27, 2015, 12:05 p.m.
TWTR Ole    Opened a short     Put     @$44.50 Expires May 1, 2015
     
   April 27, 2015, 9:55 a.m.
EXPE mrvolatili    Opened a short     Straddle     @$99.00 Expires May 15, 2015
     
   April 24, 2015, 4 p.m.
YELP mrvolatili    Opened a short     Straddle     @$50.50 Expires May 15, 2015
     
   April 24, 2015, 4 p.m.
MCD mrvolatili    Opened a short     Straddle     @$98.50 Expires May 15, 2015
     
   April 24, 2015, 4 p.m.
CSX mrvolatili    Opened a short     Straddle     @$36.00 Expires May 15, 2015
     
   April 24, 2015, 4 p.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
AET April 28, 2015 BO 3.13%
AKAM April 28, 2015 AC 6.55%
AKS April 28, 2015 BO 7.7%
AUY April 28, 2015 AC 5.28%
BMY April 28, 2015 BO 2.77%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
TRW May 5, 2015 BO 0.45%
ASPX May 12, 2015 AC 1.33%
CTRX April 30, 2015 BO 1.55%
PCYC April 30, 2015 AC 2.11%
BCE April 30, 2015 BO 2.61%
DTV May 5, 2015 BO 2.72%




Trending into Earnings    
Symbol Earning Date Price
ZFGN April 30, 2015 AC $35.98
CBM May 1, 2015 BO $40.77
CTRX April 30, 2015 BO $59.36
WRLD April 30, 2015 BO $75.91
CWEI April 30, 2015 BO $55.27
SM May 5, 2015 AC $54.69



Earnings Calendar    
Symbol Price Gap Move
TCS $16.35 -24.61%  
RTEC $13.55 12.44%  
IPHS $53.00 -9.9%  
AMKR $7.21 -9.19%  
AI $21.40 -8.5%  




Active Traders    
Name Trades
mrvolatility 32
Jim 29
Alpha.S 26
Marko 24
maxie 22
PAULO Z 12
Wolfgang 12
Titus 11
Andy 10
damon.lim 7



 
 
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