Stocks with large moves on previous earnings announcements

Discussion in 'Stocks' started by Options_Noob, Jan 4, 2013.

  1. Does anyone here know of a website where I can scan for stocks that have had tremendous moves post earnings? I'm trying to look for stocks that had 10% or more price movement (up or down) after earnings were last announced.

    Thank you in advance :)
  2. i would think liquidity is a factor.... i'd look by market cap.. tech stocks etc..
    do you have a theory or something.. most options have the jump/large move priced in.. i'm wondering why your looking at this..
  3. Yes. Liquidity is a factor. I would prefer stocks in the S&P500. I've had success playing for a rise in implied volatility prior to earnings by buying a straddle or strangle and dumping it right before earnings are announced. Occasionally, gamma scalping using the underlying has also seemed to work after buying the straddle or strangle.
  4. Done similar ... apple is reporting post Jan expiration on the 24th.. simply if your more bullish near term sell otm calls in Jan and buy otm calls in Feb.. long Calender. A lot of pessimistic selling has happened in apple so I'm bullish
  5. When looking for stocks with potential for large increases in implied vol prior to earnings, do you focus mainly on large cap tech like AAPL, GOOG, AMZN etc...?
  6. Think growth tech etc... I wouldn't get lost in many names... you just named enough
  7. i looked at apples options today.. theres already alot of premium built into the intra expiration and not much on the pre earnings expiration.. jan 18 against the next jan.. there are weeklys now going out into feb.. little late to the show.. although i'm sure there is still some juice there.