The easiest and best way to calculate is take the call and put
option value in weeklies closest to current price (delta of 50) in
earning week and add them will give you expected move. It looks
like AAPL has it around $14.
thanks very much vsunil, i will look to see what i can do with
it. I appreciate your input as i thought tos has an expected move
calculator or IVR with their site but not sure how to get it.
Do you own the stock, as i hear people very bearish on it in
longer term and also expect just mild upside and then sell off.
If Matt/Steve can put in the FAMG stocks to study for this
coming week, that would be great...Its what's holding up the market
so far and we won't see much sell off if they continue to be big
leaders and no rotation out to other sectors
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The easiest and best way
SPX 5 min
Posted by vsunil on 25th of Apr 2020 at 02:14 pm
The easiest and best way to calculate is take the call and put option value in weeklies closest to current price (delta of 50) in earning week and add them will give you expected move. It looks like AAPL has it around $14.
thanks very much vsunil, i
Posted by imelhoe on 25th of Apr 2020 at 03:45 pm
thanks very much vsunil, i will look to see what i can do with it. I appreciate your input as i thought tos has an expected move calculator or IVR with their site but not sure how to get it.
Do you own the stock, as i hear people very bearish on it in longer term and also expect just mild upside and then sell off.
If Matt/Steve can put in the FAMG stocks to study for this coming week, that would be great...Its what's holding up the market so far and we won't see much sell off if they continue to be big leaders and no rotation out to other sectors