This week, keep an eye on NASDAQ:NVDA , which will release its quarterly earnings on Wednesday. Here are this week’s earnings releases implemented by the TanukiTrade Options Overlay indicator for Tradingview: 08/28 Wednesday after market close: NVDA , CRWD , CRM 08/29 Thursday after market close: MRVL The Options Overlay indicates that NVDA's call skew...
The high vertical CALL pricing skew on the options chain shows that the CALL options for the September expiration are already much more expensive than the PUT options at the same expected move distance. This suggests that market participants are pricing in an upward move. Let's take a closer look at the probability curve formed by the options chain. I'm very...
NYSE:TFC Earnings at Monday After Close Hard PUT pricing skew Interpolated DELTA16 is far below the STD1 4/8 could be act as support 08/16 at 27DTE IVx is 35 Exp.move ±2.13 Put pricing skew: PUTs are +77% more expensive at Exp.mv 09/20 at 62DTE IVx is 29.5 Exp.move ±2.93 Put pricing skew: PUTs are +49% more expensive at Exp.mv
Expected move + Delta 16 + STD1 visualized before earnings. Exp.mv for 29DTE: ±12 Exp.mv for 64DTE: ±17 Consolidated call skew on option chain, IVR is 66, IVx avg until 64DTE is 44.5
Based on the volatility calculation and the expected move, on the monthly timeframe and the current bar, 68% of values will lie within the limits of 35.4k and 52k under normal assumptions (the bands use price log transformation), and there is positive momentum.
FISV is overextended. Long 95%, 99%, and 99.9% probability cones Trade the probabilities
I made statistical analysis before on October and It did pretty well. Today I am doing it for the end of march 2020. As I see expected move according to the markets sentiment is between 8700$ for BTC and 11300$. It has 61.8% chance according to one standard divination that price would stay between this range. I personally believe that price would go up to 11 300$...
Zoom Video Communications is making a really cool flag. There is about 20% to get to all time highs. Projected moves aren't made to make a trading plan, but it certainly helps to have them on the background.