Earnings season is here.
Get the report that shows what the options market is expecting. Also, see what straddles are cheap or expensive based on tested signals. For more information please see:?http://blog.orats.com/2018/04/
- A ‘Move’ is the stock price move after the earnings announcement.
- Moves are presented as dollar stock prices but made from historical percent moves.
- The Projected Move is the average of All Moves, Same Quarter Moves, and Past Year Moves
- All Moves is the average of the past 12 quarters Moves
- Same Quarter Moves is the median of same quarter Moves within the last 12 quarters.
- Past Year Moves is the average of the last four quarter Moves.
- Adjusted Straddle Price average of the past 12 quarters:?adjust the straddle price by removing the expected straddle premium after earnings,
using expected post earnings IV and post-earnings probability distributions. - The report includes tickers with stock price > $10 option volume > 4,000 IV < 80.% and earnings in less than 7 days.
- The Past Straddle/Current Straddle-1 is the amount over or under valued compared to history.
