Exclusive Update    Optionslam.com has confirmed NYSE:XON next earnings date on Mon Mar 02, 2015 AC     View Details
 

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Excerpts from our
Upcoming Earnings Tool

Symbol Earning Date Price Movement
Options Month Last Earning
SSYS (4.1) March 2, 2015 -15.25% -14.94%
PMC (3.8) March 2, 2015 13.48% -11.49%
CHUY (5.2*) March 2, 2015 13.55% -32.05%
ICPT (8.2*) March 2, 2015 14.21% -34.38%
BOBE (2.5) March 3, 2015 10.78% -14.85%
AVAV (4.5) March 3, 2015 -10.33% -10.46%
INSY (7.1*) March 3, 2015 14.8% 12.43%
SSI (3.7) March 3, 2015 12.76% 22.87%
MGNX (4.0*) March 3, 2015 -21.46% 13.47%
KATE (4.5) March 3, 2015 -12.36% 21.43%
For more information click here

 
7 Day Implied Movement
Based on Weekly Options on Feb. 27, 2015

Symbol Earning Date Weekly Implied Movement
 
ANF (4.0) March 4, 2015 12.88%
ICPT (8.2*) March 2, 2015 11.32%
CSIQ (5.4) March 5, 2015 11.12%
YY (3.5*) March 5, 2015 9.43%
EMES (2.8*) March 2, 2015 9.06%
AMBA (3.3*) March 3, 2015 8.88%
CIEN (4.4) March 5, 2015 8.67%
QIHU (3.0) March 9, 2015 8.59%
NAV (3.8) March 2, 2015 8.48%
YPF (1.1*) March 6, 2015 8.40%
For more information click here

 

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


 
Featured Stock: FFIV (NASDAQ)       F5 Networks, Inc.     Next Earning: April 22, 2015 AC
For more information click here For more information click here
Earning Date Pre-Earning Close Opening Price Price Movement within one trading day Price Movement through options expiration
Max% Close Final% Max% Close Final%
Jan. 21, 2015 AC $125.95 $108.65 -13.77% $113.40 -9.96% -None% $0.00 -None%
Oct. 29, 2014 AC $117.12 $123.00 5.72% $121.78 3.97% 10.75% $128.72 9.91%
July 23, 2014 AC $110.81 $112.50 6.28% $113.23 2.18% 6.28% $114.01 2.88%
April 23, 2014 AC $108.19 $112.84 4.29% $105.98 -2.04% -8.25% $102.62 -5.14%
For more information click here

 
Strategy Testing

KATE amrani    Opened a long     Straddle     @$35.00 Expires March 20, 2015
      		   Feb. 27, 2015, 3 p.m.
GPRO Thomas Bop    Opened a short     Call     @$48.00 Expires March 6, 2015
      		   Feb. 26, 2015, 10:30 a.m.
DDD Igor    Opened a short     Strangle     @$27.00 /$33.00 Expires Feb. 27, 2015
      		   Feb. 26, 2015, 9:52 a.m.
CRM Jim    Opened a short     Strangle     @$54.00 /$70.00 Expires Feb. 27, 2015
      		   Feb. 25, 2015, 3:02 p.m.
SU maxie    Opened a short     Strangle     @$31.00 /$30.00 Expires April 17, 2015
      		   Feb. 25, 2015, 2:34 p.m.
BRCM maxie    Opened a short     Strangle     @$43.50 /$44.00 Expires March 13, 2015
      		   Feb. 25, 2015, 12:32 p.m.
SU maxie    Opened a short     Put     @$31.00 Expires April 17, 2015
      		   Feb. 25, 2015, 11:24 a.m.
GMCR maxie    Opened a short     Call     @$120.00 Expires April 17, 2015
      		   Feb. 24, 2015, 3:26 p.m.
GMCR maxie    Opened a long     Call     @$110.00 Expires April 17, 2015
      		   Feb. 24, 2015, 3:24 p.m.
IBM Wolfgang    Opened a long     Calendar Spread     @$150.00 Expires March 20, 2015 /May 15, 2015
      		   Feb. 24, 2015, 11:16 a.m.
Upcoming Webinars
Subject: Short Volatility Calendar
Description: 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. This is a completely different set up than the trade we studied Mon the 23rd. With this set up we sell the high implied volatility right before an earnings release and hold the trade though the ER looking for profit from vol crush. Join Marko for a detailed walk through of finding good prospects for this trade. We will look at some examples of the trade in back testing mode and design some possible calendar trades for upcoming earnings.
Date: March 2, 2015, 1 p.m. EST
Hosted By: Marko
Click here for registration details



Implied Move (Weekly Expiry)    
Symbol Earning Date Implied Move
ARNA March 2, 2015 AC 7.55%
CZR March 2, 2015 AC 11.81%
EMES March 2, 2015 BO 8.69%
ICPT March 2, 2015 BO 8.86%
MBI March 2, 2015 AC 5.94%




Implied Move (Monthly Expiry)    
Symbol Earning Date Implied Move
PPO March 4, 2015 AC 1.45%
SLXP March 2, 2015 AC 2.37%
PWRD March 10, 2015 AC 2.76%
PGR March 4, 2015 BO 2.77%
COST March 5, 2015 BO 3.42%
GIS March 18, 2015 BO 3.43%




Trending into Earnings    
Symbol Earning Date Price
ICPT March 2, 2015 BO $221.37
XON March 2, 2015 BO $41.06
PTLA March 2, 2015 BO $38.08
SLXP March 2, 2015 AC $157.20
KATE March 3, 2015 BO $34.45
PPO March 4, 2015 AC $59.29



Earnings Calendar    
Symbol Price Gap Move
AMPE $0.00 None%  
AP $0.00 None%  
AUMN $0.00 None%  
CALA $0.00 None%  
CFRX $0.00 None%  




Active Traders    
Name Trades
Marko 25
maxie 21
smrtwhkd 16
Thomas Bopp 15
Wolfgang 12
Andy 8
PAULO Z 8
Marc 6
Jim 4
yu211 4


 


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