We look for price moves based on market vol.using stock price,vol.,current opt.exp. to calculate price moves especially w/earnings.Take a ATM straddle, and a ATM strangle,add together & divided by 2.We also run/add algorithms for verification.
I am a Due-Diligence Consultant with over 20 years of prior experience in the securities industry. I am a business owner and trade stock for my own account. My ideas are my own opinions and are not to be construed as investment advice.
Entrepreneur and former fund manager, now active independent trader, trading mostly the US equity market via stocks, ETFs and options, following closely the syndicate calendar for IPOs and secondary deals. Active in markets for more than 15 years.