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.
Former Goldman bond trader (8 years trading interest rates). Co-founder at Openfolio. We're bringing the principles and power of social networks – openness, connectivity, mutual benefit – to the world of personal investing. https://openfolio.com