Option Pricing History For Big Earnings Week

Discussion in 'Options' started by ajacobson, Jan 28, 2024.

  1. ajacobson

    ajacobson

    Option Pricing History For Big Earnings Week
    Sunday Preview For Week Of January 29, 2024 - February 2, 2024
    RUSSELL RHOADS, PHD, CFA




    This coming week is a big one for our universe with fourteen of the fifty stocks we follow reporting. Our stock universe consists of the top fifty stocks by option volume in 2023. The table below is a summary of price and option price reactions to earnings announcements over the past twelve quarters.

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    The quarterly breakdown for each stock appears below in order of reporting this week. We will follow up during the week with interesting trades in names that appear to be based on an earnings outlook.

    GM - Tuesday Before The Open

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    PFE - Tuesday Before The Open

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    AMD - Tuesday After The Close

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    GOOG - Tuesday After The Close

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    GOOGL - Tuesday After The Close

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    MSFT - Tuesday After The Close

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    SBUX - Tuesday After The Close

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    BA - Wednesday Before The Open

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    QCOM - Wednesday After The Close

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    AAPL - Thursday After The Close

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    AMZN - Thursday After The Close

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    META - Thursday After The Close

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    CVX - Friday Before The Open

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    XOM - Friday Before The Open

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    tooriginal and JamesJ like this.
  2. very clean charts, but I would of normalize all stocks prices to 100.