New Options Backtester
Search, filter, and sort 65,769,505 backtests

Earnings

Monday, February 25th 2019

Reuters SYMC (-33%) Story Using ORATS Earnings Research

See how to read the Reuters SYMC Story using ORATS earnings research.

Summary

Reuters used ORATS earnings information in their story on SYMC's earnings move to the downside of 33%. ORATS reported that the straddle for SYMC going into earnings was 50% higher than the historical average over the past 12 quarters. ORATS has a method for isolating the straddle price that relates only to the earnings announcement, allowing for better comparisons to historical earnings straddles. ORATS also has a signal that has performed well over earnings season.

Reuters used ORATS earnings information in their STORY on SYMC earnings move to the downside of 33%.

ORATS earn move report showed that the straddle for SYMC going into earnings was 50% higher than the historical average over the past 12 quarters.

ORATS has a method for isolating the straddle price that relates only to the earnings announcement. To do this we project an earnings move distribution and the implied volatility change from before earnings to after earnings. Isolating the straddle allows for better comparisons to historical earnings straddles especially when the days to expiration or implied volatility are different.

ORATS also has a signal that has performed well over earnings season. We will publish a summary after the earnings season is over.

Contact Us
Curious about enterprise pricing? Want to become an affiliate? Questions about our data? Let us know.
Your email
Your message
Submit
ORATSORATS
Institutional Quality Tools for All Options Traders
(312) 986 - 1060
support@orats.com
36 Maplewood Ave, Portsmouth, NH 03801
Trading Tools
APIs
Historical Data
More Information