Exclusive Update    Optionslam.com has confirmed NASDAQ:PLAY next earnings date on Tue Sep 08, 2015 AC
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
AVAV (4.6) Sept. 1, 2015 -14.83% 11.61%
QIWI (5.2*) Sept. 1, 2015 -18.18% 16.56%
CTLT (2.8*) Sept. 2, 2015 17.03% -10.31%
GIII (3.8) Sept. 2, 2015 -10.68% 12.06%
ESL (2.9) Sept. 3, 2015 -13.27% -13.78%
PAHC (4.6*) Sept. 9, 2015 -11.46% 15.01%
CHKE (2.4) Sept. 9, 2015 -10.33% 15.21%
CONN (6.7) Sept. 9, 2015 -20.2% 13.95%
ZUMZ (3.7) Sept. 10, 2015 -14.87% -19.9%
ACET (4.0) Sept. 10, 2015 -10.49% 13.98%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on Aug. 28, 2015

Symbol Earning Date Weekly Implied Movement
 
AMBA (3.3*) Sept. 1, 2015 12.64%
QIHU (3.0) Sept. 1, 2015 12.47%
YPF (1.2*) None 9.88%
ALTR (1.6) Oct. 21, 2015 9.86%
WMB (1.3) Oct. 28, 2015 9.82%
PBYI (1.9*) None 9.66%
CIEN (3.8) Sept. 3, 2015 9.51%
SCTY (3.3*) None 8.77%
JOY (1.8) Sept. 3, 2015 8.30%
GPRO (5.6*) None 8.27%
For more information click here

 

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


 
Featured Stock: GS (NYSE)       Goldman Sachs Group, Inc. (The)     Next Earning: Oct. 15, 2015 BO
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
July 16, 2015 BO $212.96 @$212.50 $4.45 2.09% -1.7% I $210.95 -54.15%
April 16, 2015 BO $201.10 @$200.00 $4.31 2.14% -1.19% I $200.82 -62.41%
Jan. 16, 2015 BO $178.49 @$180.00/$177.50 $2.91 2.33% -2.48% O $175.83 -32.98%
Oct. 16, 2014 BO $177.24 @$177.50 $5.68 3.23% -3.37% O $171.88 -31.16%
For more information click here

 
Strategy Testing

BA mrvolatili    Opened a short     Strangle     @$155.00 /$110.00 Expires Oct. 16, 2015
     
   Aug. 31, 2015, 4:20 p.m.
MOV compako    Opened a long     Straddle     @$27.00 Expires Sept. 18, 2015
     
   Aug. 28, 2015, 1:50 p.m.
GME akatlang    Closed a long     Call     @$47.00 Expires Aug. 28, 2015
   PnL: -$155.00   
   Aug. 28, 2015, 4 p.m.
AAPL mrvolatili    Closed a short     Strangle     @$120.00 /$100.00 Expires Aug. 28, 2015
   PnL: -$10.99   
   Aug. 28, 2015, 4 p.m.
AMZN mrvolatili    Closed a short     Strangle     @$520.00 /$480.00 Expires Aug. 28, 2015
   PnL: $545.01   
   Aug. 28, 2015, 4 p.m.
ANTM wwasilev    Opened a long     Vertical Spread     @$145.00 /$150.00 Expires Sept. 25, 2015
     
   Aug. 21, 2015, 3:10 p.m.
AMBA mokenyu    Closed a long     Straddle     @$105.00 Expires Aug. 28, 2015
   PnL: $190.00   
   Aug. 28, 2015, 4 p.m.
ANTM wwasilev    Opened a long     Vertical Spread     @$152.50 /$157.50 Expires Sept. 25, 2015
     
   Aug. 19, 2015, 6:10 p.m.
ANTM wwasilev    Closed a long     Vertical Spread     @$150.00 /$152.50 Expires Sept. 25, 2015
   PnL: -$65.00   
   Aug. 19, 2015, 6:10 p.m.
HD JayV    Closed a long     Calendar Spread     @$115.00 Expires Aug. 21, 2015 /Aug. 28, 2015
   PnL: -$27.00   
   Aug. 28, 2015, 4 p.m.
Upcoming Webinars
Subject: Using Implied Move numbers for Strategy Design - Continued
Description: At OptionSlam.com we provide Implied Move calculations as stocks approach their Earnings Release date. Implied Move numbers are market generated and can be used to guide the trader to optimum strike selection in the strategy design process. The IM numbers can be utilized whether you are bullish, bearish or neutral. Whether you are doing a simple vertical spread or a more complicated skewed Iron Condor. A simple Butterfly or a more involved Double Diagonal. Whether you think the stock is setting up for a big move or a muted one. Let the IM numbers be your guide.
Date: Aug. 31, 2015, 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
AMBA Sept. 1, 2015 AC 12.19%
QIHU Sept. 1, 2015 AC 11.08%
NAV Sept. 2, 2015 BO 10.53%
CIEN Sept. 3, 2015 BO 9.06%
JOY Sept. 3, 2015 BO 7.77%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
CPB Sept. 3, 2015 BO 5.25%
CBRL Sept. 15, 2015 BO 5.67%
FDX Sept. 16, 2015 BO 5.88%
ORCL Sept. 14, 2015 AC 6.05%
CLC Sept. 16, 2015 AC 6.22%
LEN Sept. 15, 2015 BO 6.58%




Trending into Earnings    
Symbol Earning Date Price
BOBE Sept. 1, 2015 AC $43.60
AMBA Sept. 1, 2015 AC $96.31
SAIC Sept. 1, 2015 BO $49.23
DLTR Sept. 1, 2015 BO $76.73
CTLT Sept. 2, 2015 AC $32.16
PAY Sept. 3, 2015 AC $31.76



Earnings Calendar    
Symbol Price Gap Move
No Data Available




Active Traders    
Name Trades
Bekim 51
mrvolatility 48
JayV 26
Dennis 23
ddona1 18
David 12
Michael 6
DSTOCKS 5
LeSolist 5
Miguel 4



 
 
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