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Optionslam.com Reports - Column Heading Glossary



Optionslam.com tracks historical price movements based on earning dates and option calendar months. A rich set of filters and tools are available for members to search earning related statistics. A brief explanation of report column headers are listed below:



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Optionslam.com Earnings Calendar

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Upcoming Earnings

  • Symbol

    This is the stock symbol also known as the ‘Ticker’ or ‘Ticker Symbol’. The number beside each symbol is the current OptionSlam EVR for that stock. We have developed a unique volatility rating system based on the stocks past movement after each earnings announcement. For example, NFLX(6.8) means Netflix Inc. has a current EVR of 6.8. Please read here for more information about the EVR calculation.

  • Recent Price

    Updated daily, this is the most recent trading sessions’ closing price.

  • Average Volume

    The number of shares traded per day averaged over most recent three months.

  • Earning Date

    The date which a company announces its quarterly earnings results.

    Earnings dates are often accompanied by acronyms:
    AMC = After Market Close or AC = After Close
    BMO = Before Market Open or BO= Before Open

  • Movement From Previous Earnings

    The day after the company releases their earnings announcement we record its price movements on a percentage basis relative to the Pre– Earnings Announcement close. This column summarizes the four most recent earnings and the maximum price movement within that one trading day.

  • Movement From Previous Months

    At OptionSlam.com we track each stocks price swings through every Option Expiration Cycle. The value is represented as a percentage of that months opening price to its high or low within that same expiration cycle, whichever is greater.

  • Expected Volatility Calculation / Position

    As we approach an earnings date our system monitors the ATM straddle and strangle prices at the close of each trading day. The system chooses the spread with the lowest debit to produce a breakeven trade. The system assumes holding the spread to expiration.

  • Expected Volatility Calculation / Option Cost

    This is the cost (or debit) of the options to enter the position chosen.

  • Expected Volatility Calculation / Expected Volatility

    The stock price movement from current price required to realize break even on the position.

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Earnings History

  • Symbol

    This is the stock symbol also known as the ‘Ticker’ or ‘Ticker Symbol’. The number beside each symbol is the current OptionSlam EVR for that stock. We have developed a unique volatility rating system based on the stocks past movement after each earnings announcement. For example, NFLX(6.8) means Netflix Inc. has a current EVR of 6.8. Please read here for more information about the EVR calculation.

  • Recent Close

    Updated daily, this is the most recent trading sessions’ closing price.

  • Average Volume

    The number of shares traded per day averaged over most recent three months.

  • Earnings Date

    The date which a company announces its quarterly earnings results.
    Earnings dates are often accompanied by acronyms:
    AMC = After Market Close or AC = After Close
    BMO = Before Market Open or BO = Before Open

  • Opening Price

    The Opening price of the stock on the first day of the monthly Option Expiration Cycle being examined.

  • Movement Within One Session / Price Low

    The Lowest price within the same trading day session after earnings announcement

  • Movement Within One Session / Price High

    The Highest price within the same trading day session after earnings announcement

  • Movement Within One Session / Maximum Movement

    At OptionSlam.com we track each stocks price swings through every monthly Option Expiration Cycle. The value is represented as a percentage of that months opening price to its high or low within the same trading day session after earnings announcement

  • Movement Within One Session / Closing Price

    The stock’s last price at the end of the same trading day session after earnings announcement.

  • Movement Within One Session / Final Movement %

    At OptionSlam.com we track each stocks price swings through the same trading day session after earnings announcement. The value is represented as a percentage of that months opening price to its closing price.

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