Whole Foods Market Inc (WFM) Earning Play

  • Earning Release: May 6 AMC (Tuesday).
  • Objective: Directionless. Sell IV.
  • Last Closing Price = 48.4
  • IV Percentile = 87.13%
  • IV = 0.3709
  • Floor IV = 0.23
  • Option Strategy:
    • Iron Condor: WFM Nov14 35/40/55/60
    • Note:
      • Factor in 10% Gap up and Gap Down

 

WFM Fundamental & Chart

WFM Fundamental May6-2014

WFM Earning

WFM Earning May5-2014

WFM IV Chart

WFM IV Chart May6-2014

WFM IV Risk Profile

WFM IV Risk Profile May6-2014

WFM Option Chain (August) with slippage = 0.03 to 0.05

WFM Option Chain (Aug) May6-2014

WFM Option Chain (November) with slippage = 0.02 to 0.05

WFM Option Chain (Nov) May6-2014

 

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