I created another list of what I think might be potentially interesting earnings option plays for this week. I've revised my screening process from last week a bit. I'm only including stocks that have a decent amount of option volume to provide a reasonable bid/ask spread, etc. I've divided the list into three sections (see my original post--the reply to of this one--for a description of the acronyms in the list). This first list contains ones that could potentially make good strangle/straddle plays as their typical price movement gives a good chance of at least breaking even. FWIW, I think JBL is probably the best bet of the three at this point in time.
Ticker ErnDate MrkCap F Shrt Beta RSI OpOvr VolStrs E Stars Avg Ern%
JBL Mar-22 4.05B 2.08% 2.15 31.46 ~5% 7/12 0/4 ~10%
WAG Mar-22 37.7B 1.51% 0.99 42.77 ~5% 1/12 0/4 ~7%
BBY Mar-24 12.4B 6.57% 1.29 41.69 ~5% 2/12 1/4 ~11%
This second list contains companies that are likely to make decent moves (based on historical data, short interest, etc.) but probably not moves big enough to quickly break even on a strangle/straddle. These would be good plays if you're fairly confident of which direction they are going to move.
Ticker ErnDate MrkCap F Shrt Beta RSI OpOvr VolStrs E Stars Avg Ern%
KBH Mar-21 1.15B 32.59% 1.64 43.7 8/12 0/4 ~7.5%
LEN Mar-21 3.67B 16.32% 1.69 47.76 5/12 1/4 ~9%
ADBE Mar-22 16.1B 2.75% 1.59 34.64 4/12 1/4 ~9%
The final list is simply other companies that are worth watching for moves on earnings this week.
Ticker ErnDate MrkCap F Shrt Beta RSI OpOvr VolStrs E Stars Avg Ern%
RHT Mar-23 7.5B 1.38% 1.22 34.26 2/12 0/4 ~5%
GME 3/24/b 3.7B 24.13% 1.08 64.33 3/12 0/4 ~5%
RIMM Mar-24 31.9B 4.51% 1.92 38.72 3/12 0/4 ~6.5%
ORCL 3/24/a 155.4B 0.57% 1.11 40.46 3/12 0/4 ~5%
All of the above is, of course, just my opinion based on my research. Additional thoughts about any of the above is welcome.
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