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  • Ocean Man
    The stock screen for my strangles was stocks that move more than 5% on earnings announcements on average. Look at the last 4: GES -22%, ADSK
    8/23/12
    Reply (4)
    • Ocean Man: -21%, CRM -5%, ARUN +15%. Before that MRVL, DELL, INTU, NTAP, SINA all had big moves too. This is what drives IV gains pre-earnings.
      8/23/12
    • neobliviscar: What are you running to screen that way? Bloomberg terminal or other software?
      8/24/12
    • Ocean Man: optionslam.com
      8/24/12
    • neobliviscar: Danke. Didn't know that site.
      8/24/12