Exclusive Update    Optionslam.com has confirmed NYSE:UNH next earnings date on Thu Jul 16, 2015 BO
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
NFLX (6.1) July 15, 2015 12.12% 19.62%
HSTM (4.8) July 20, 2015 15.46% 10.15%
RCII (3.8) July 20, 2015 -12.41% 15.49%
ATI (2.1) July 20, 2015 -14.6% 14.58%
EXAS (2.7) July 20, 2015 21.19% 13.03%
HA (4.1) July 20, 2015 -18.43% 13.16%
WRLD (3.1) July 20, 2015 -11.16% 20.11%
XOOM (6.8*) July 20, 2015 31.19% 15.22%
FTNT (3.2) July 21, 2015 11.58% 12.53%
SKX (3.8) July 21, 2015 10.81% 15.36%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on July 1, 2015

Symbol Earning Date Weekly Implied Movement
 
PBYI (1.8*) Aug. 10, 2015 7.47%
VRTX (2.1) July 27, 2015 6.05%
YELP (6.4) July 28, 2015 6.03%
YOKU (4.1) Aug. 17, 2015 6.03%
SRPT (5.8*) Aug. 5, 2015 5.96%
SHLD (3.0) Aug. 19, 2015 5.46%
VIPS (5.2) Aug. 14, 2015 5.42%
WLL (1.9) July 28, 2015 5.11%
SODA (3.1) July 28, 2015 5.02%
NUS (5.1) Aug. 4, 2015 4.97%
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: July 22, 2015 AC
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

NFLX jeremy.kei    Opened a long     Straddle     @$652.50 Expires July 17, 2015
     
   July 1, 2015, 7:20 p.m.
NFLX Bekim    Opened a long     Straddle     @$660.00 Expires July 17, 2015
     
   July 1, 2015, 3:40 p.m.
YUM Bekim    Opened a long     Straddle     @$90.00 Expires July 17, 2015
     
   June 30, 2015, 7:50 p.m.
X mrvolatili    Opened a short     Straddle     @$21.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 p.m.
AAPL mrvolatili    Opened a short     Straddle     @$125.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 p.m.
AET mrvolatili    Opened a short     Straddle     @$125.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 p.m.
GOOG mrvolatili    Opened a long     Straddle     @$525.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 p.m.
GS mrvolatili    Opened a short     Straddle     @$210.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 p.m.
MSFT mrvolatili    Opened a short     Straddle     @$44.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 p.m.
GM mrvolatili    Opened a short     Straddle     @$34.00 Expires Aug. 21, 2015
     
   June 30, 2015, 1:50 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
AA July 8, 2015 AC 5.04%
PEP July 9, 2015 BO 2.25%
WBA July 9, 2015 BO 4.03%
YHOO July 13, 2015 AC 4.41%
JNJ July 14, 2015 BO 2.78%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
SNA July 15, 2015 BO 2.62%
PEP July 9, 2015 BO 2.69%
JNJ July 14, 2015 BO 2.8%
LH July 16, 2015 BO 2.97%
SYK July 15, 2015 AC 3.01%
USB July 16, 2015 BO 3.05%




Trending into Earnings    
Symbol Earning Date Price
HELE July 9, 2015 AC $97.49
PSMT July 9, 2015 AC $91.24
WDFC July 7, 2015 AC $87.16
SHLM July 6, 2015 AC $43.72
CUDA July 9, 2015 AC $39.62
WBA July 9, 2015 BO $84.44



Earnings Calendar    
Symbol Price Gap Move
PRGS $30.20 7.28%  
FC $0.00 None%  
GOMO $0.00 None%  




Active Traders    
Name Trades
mrvolatility 61
Jim 37
Alpha.S 26
psingathi 20
Marko 17
Ryo 13
Bekim 11
damon.lim 7
maxie 6
Andy 6



 
 
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