Exclusive Update    Optionslam.com has confirmed NYSE:NFX next earnings date on Tue May 05, 2015 AC     View Details
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
SIMO (4.2) April 27, 2015 -10.18% -10.19%
PLT (2.4) April 27, 2015 12.4% -14.67%
SILC (9.8*) April 27, 2015 -11.28% 23.17%
CUDA (4.0*) April 27, 2015 13.41% -10.28%
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%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on April 24, 2015

Symbol Earning Date Weekly Implied Movement
 
YELP (6.2) April 29, 2015 11.86%
TWTR (7.8*) April 28, 2015 10.99%
GPRO (6.7*) April 28, 2015 10.11%
FEYE (6.4*) April 30, 2015 9.36%
CRUS (4.0) April 28, 2015 9.23%
LL (4.3) April 29, 2015 8.69%
HLF (3.5) May 5, 2015 8.38%
ATHN (4.0) April 30, 2015 8.34%
DWA (4.1) April 30, 2015 8.30%
YNDX (2.6) April 28, 2015 8.14%
For more information click here

 

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


 
Featured Stock: SYNA (NASDAQ)       Synaptics Incorporated    
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
April 23, 2015 AC $89.04 @$89.00/$88.50 $6.85 7.98% -6.86% I $83.74 -65.1% $85.27 -56.93%
Jan. 29, 2015 AC $68.31 @$67.50 $6.52 9.59% 14.44% O $74.59 -4.14% $77.65 49.38%
For more information click here

 
Strategy Testing

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.
YOKU mrvolatili    Opened a short     Strangle     @$17.00 /$17.50 Expires May 15, 2015
     
   April 24, 2015, 4 p.m.
NTAP mrvolatili    Closed a short     Straddle     @$36.00 Expires April 24, 2015
   PnL: -$3.99   
   April 24, 2015, 4 p.m.
GPRO Alpha.S    Opened a long     Call     @$49.00 Expires July 17, 2015
     
   April 24, 2015, 11:35 a.m.
AAPL Alpha.S    Opened a long     Call     @$135.00 Expires Oct. 16, 2015
     
   April 24, 2015, 11:20 a.m.
AAPL Anh    Opened a long     Call Butterfly     @$129.00 /$134.00 /$139.00 Expires May 1, 2015
     
   April 24, 2015, 9:55 a.m.
BIIB Alpha.S    Closed a long     Call     @$450.00 Expires July 17, 2015
   PnL: -$2,180.00   
   April 24, 2015, 11:20 a.m.
Upcoming Webinars
Subject: Naked Puts at Earnings
Description: Sometimes simple is smarter. Learn why selling naked puts is a great strategy at earnings announcements. Marko will show you why they work so well and how to use OptionSlam.com to choose the right strikes to sell. Register even if you can not attend. A link to the recorded webinar will be sent to all who register. Also remember that Insider members have access to many previously recorded webinars at the site under the Resources tab. All trades illustrated are for educational purposes only.
Date: April 27, 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
AAPL April 27, 2015 AC 5.48%
ABX April 27, 2015 AC 4.76%
AGNC April 27, 2015 AC 2.01%
HIG April 27, 2015 AC 2.91%
HTZ April 27, 2015 AC 3.54%




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 1.88%
PCYC April 30, 2015 AC 2.23%
DTV May 5, 2015 BO 2.4%
PRE April 27, 2015 AC 2.48%




Trending into Earnings    
Symbol Earning Date Price
ZFGN April 30, 2015 AC $39.90
SIMO April 27, 2015 AC $30.40
JBSS April 27, 2015 AC $48.02
CBM May 1, 2015 BO $42.97
CTRX April 30, 2015 BO $59.56
CWEI April 30, 2015 BO $56.75



Earnings Calendar    
Symbol Price Gap Move
CBNK $0.00 None%  
CUB $0.00 None%  
EDS $0.00 None%  
GBL $0.00 None%  
GCBC $0.00 None%  




Active Traders    
Name Trades
mrvolatility 32
Jim 28
Alpha.S 26
Marko 25
maxie 22
Wolfgang 12
PAULO Z 11
Titus 11
Andy 9
damon.lim 7



 
 
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