TradingView
UDAY_C_Santhakumar
٢٠ تشرين الأول أكتوبر ٢٠١٥ ٠٤:١٥

Earnings Setup for 10/20/2015 

NYSE:VMW

الوصف

⋅
An Idea on Earning Setups based on Option Expiry

Red Line = Mean Price (expected close prior to earning)
Dashed Line = Range for Earnings based on Options IV

تعليق

⋅
Offset ILMN by -$2.5

تعليق

⋅
CMG & ISRG Reported Earnings - Any Change in Plan, I will update.

تعليق

⋅
Earnings
التعليقات
A-shot
⋅
Most hit right! Would love more of these charts
UDAY_C_Santhakumar
⋅
Yes, You have to trade this in a bunch.
A-shot
⋅
Is there an indicator on making these ranges or all of them are manually drawn?
UDAY_C_Santhakumar
⋅
Not in TV. I need options data to code the range.
UDAY_C_Santhakumar
⋅
To find the range, Just Add the ATM - Call and Put (Theoretical) Price. Add the result to your projected price.
UDAY_C_Santhakumar
⋅
Projected Price is important, Unless you want to take the trade EOD and close at Open
UDAY_C_Santhakumar
⋅
UTX is running hard up. Adjust the Closing price, and offset the spread.
Platinumceo
⋅
This is good analysis UCS. With your range assessments based on the IV, do you typically use weekly expiration iron condors for these?
UDAY_C_Santhakumar
⋅
There are a few other metrics i measure, Average Gap size and how many times it gaps up?

Stocks with tighter range makes sense to establish a IC close to mid line. Wide ranges will trade them as it presents themselves based on the metrics.
المزيد