I find KEY and MMR to be the most interesting, as they are both volatile and prone to earnings surprises.
I play them using options straddles, a structure where I buy a call and sell a put with the same expiration and strike price.
If the stock stays put, there’s a small loss. If it moves, as in an earnings surprise, there’s a big gain.
So, low risk/high reward. My kind of trade.
The atr% is the 14-day average true range stated as a percentage of price.
The score is the number of quarters, out of five, in which the company has reported an earnings surprise of 50% or more.
The abbreviations "pre" and "post" in the date column mean before the open and after the close, respectively.
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