Upcoming Earnings Analysis & Implied Moves

In ETF

-Any- SPY - S&P 500 DIA - Dow Jones QQQ - Nasdaq 100 XLF - Financial XLC - Communication Services XLE - Energy XLU - Utilities XLP - Consumer Defensive XLK - Technology XLV - Health XLI - Industrials XLY - Consumer Cyclical XLB - Natural Resources XOP - Oil & Gas Exploration XBI - Biotech XRT - Retail XHB - Homebuilders XME - Metals and Mining XLRE - Real Estate IWM - Russell 2000 IYR - US Real Estate NOBL - Dividend Aristocrats AMLP - Master Limited Partners OIH - Oil Services KRE - Regional Banks VNQ - REITs ITB - Home Construction KBE - S&P Banks IBB - Biotech Nasdaq SMH - Semiconductors

Stock Price

-Any- Below 5 Below 10 Below 25 Below 40 Below 60 Below 100 5 to 25 10 to 30 10 to 60 20 to 50 50 to 100 Above 5 Above 10 Above 25 Above 40 Above 60 Above 100

Avg. Stock Volume

-Any- Over 5 Million Over 1 Million Over 750 Thousand Over 500 Thousand Over 100 Thousand Over 50 Thousand 1 Million - 5 Million 100K - 500K Under 5 Million Under 1 Million Under 750 Thousand Under 500 Thousand Under 100 Thousand Under 50 Thousand

Avg. Option Volume

-Any- Over 500,000 Over 100,000 Over 10,000 Over 5,000 Over 3,000 Over 2,000 Over 1,000 Over 500 100K - 500K Under 500,000 Under 100,000 Under 10,000 Under 5,000 Under 3,000 Under 2,000 Under 1,000 Under 500

Market Cap

-Any- Mega Cap (Over $200 B) Large Cap ($10 B to $200 B) Mid Cap ($2 B to $10 B) Small Cap ($200 M to $2 B) Micro Cap ($50 M to $300 M) Sub-Micro Cap (Under $50 M) Over $100 Billion Over $50 Billion Over $20 Billion Over $10 Billion Over $5 Billion Over $1 Billion $20 Billion - $100 Billion $1 Billion - $10 Billion $500 Million - $1 Billion Under $10 Billion Under $5 Billion Under $1 Billion Under $500 Million Under $100 Million

Sector

-Any- Basic Materials Broad Based ETF Commodity ETF Communication Services Consumer Cyclical Consumer Defensive Currency ETF Energy Financial Financial Services Fixed Income ETF Foreign ETF Healthcare Industrials Leveraged ETF N/A Real Estate Sector ETF Technology Utilities Volatility ETF

Industry

-Any- Advertising Agencies Aerospace & Defense Agricultural Inputs Airlines Airports & Air Services Aluminum Apparel Manufacturing Apparel Retail Asset Management Auto & Truck Dealerships Auto Manufacturers Auto Parts Banks-Regional Banks - Diversified Banks - Regional Banks - Regional - US Beverages - Brewers Beverages - Non-Alcoholic Beverages - Wineries & Distilleries Biotechnology Broadcasting Building Materials Building Products & Equipment Business Equipment & Supplies Capital Markets Chemicals Coking Coal Communication Equipment Computer Hardware Confectioners Conglomerates Consulting Services Consumer Electronics Copper Credit Services Department Stores Diagnostics & Research Discount Stores Drug Manufacturers - General Drug Manufacturers - Specialty & Generic Education & Training Services Electrical Equipment & Parts Electronic Components Electronic Gaming & Multimedia Electronics & Computer Distribution Engineering & Construction Entertainment Farm & Heavy Construction Machinery Farm Products Financial Conglomerates Financial Data & Stock Exchanges Food Distribution Footwear & Accessories Furnishings Fixtures & Appliances Gambling Gold Grocery Stores Health Information Services Healthcare Plans Home Improvement Retail Household & Personal Products Independent Oil & Gas Industrial Distribution Information Technology Services Infrastructure Operations Insurance - Diversified Insurance - Life Insurance - Property & Casualty Insurance - Reinsurance Insurance - Specialty Insurance Brokers Integrated Freight & Logistics Internet Content & Information Internet Retail Leisure Lodging Lumber & Wood Production Luxury Goods Marine Shipping Medical Care Facilities Medical Devices Medical Distribution Medical Instruments & Supplies Metal Fabrication Mortgage Finance N/A Oil & Gas Drilling Oil & Gas E&P Oil & Gas Equipment & Services Oil & Gas Integrated Oil & Gas Midstream Oil & Gas Refining & Marketing Other Industrial Metals & Mining Other Precious Metals & Mining Packaged Foods Packaging & Containers Paper & Paper Products Personal Services Pharmaceutical Retailers Pollution & Treatment Controls Publishing Railroads Real Estate - Development Real Estate - Diversified Real Estate Services Recreational Vehicles REIT-Diversified REIT-Healthcare Facilities REIT-Mortgage REIT - Diversified REIT - Healthcare Facilities REIT - Hotel & Motel REIT - Industrial REIT - Mortgage REIT - Office REIT - Residential REIT - Retail REIT - Specialty Rental & Leasing Services Residential Construction Resorts & Casinos Restaurants Scientific & Technical Instruments Security & Protection Services Semiconductor Equipment & Materials Semiconductors Shell Companies Silver Software - Application Software - Infrastructure Solar Specialty Business Services Specialty Chemicals Specialty Industrial Machinery Specialty Retail Staffing & Employment Services Steel Telecom Services Textile Manufacturing Thermal Coal Tobacco Tools & Accessories Travel Services Trucking Uranium Utilities - Diversified Utilities - Independent Power Producers Utilities - Regulated Electric Utilities - Regulated Gas Utilities - Regulated Water Utilities - Renewable Waste Management

Implied vs Last 4 Abs Avg The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute average earnings move for the 4 previous earnings events. A positive number means the market is implying a LARGER move (large in magnitude, either direction) than what has been observed historically.

-Any- Any Positive Any Negative Above +0.5% Above +1.0% Above +1.5% Above +2.0% Above +3.0% Above +5.0% Below -0.5% Below -1.0% Below -1.5% Below -2.0% Below -3.0% Below -5.0%

Implied vs Last 12 Abs Avg The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute average earnings move for the 12 previous earnings events. A positive number means the market is implying a LARGER move (large in magnitude, either direction) than what has been observed historically.

-Any- Any Positive Any Negative Above +0.5% Above +1.0% Above +1.5% Above +2.0% Above +3.0% Above +5.0% Below -0.5% Below -1.0% Below -1.5% Below -2.0% Below -3.0% Below -5.0%

Implied vs Last 12 Median The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute median earnings move for the 12 previous earnings events. A positive number means the market is implying a LARGER move (large in magnitude, either direction) than what has been observed historically.

-Any- Any Positive Any Negative Above +0.5% Above +1.0% Above +1.5% Above +2.0% Above +3.0% Above +5.0% Below -0.5% Below -1.0% Below -1.5% Below -2.0% Below -3.0% Below -5.0%

Implied vs Last 4 Avg Implied The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute average implied move for the 4 previous earnings events. A positive number means the market is implying a LARGER move (larger in magnitude, either direction) than what was previously implied.

-Any- Any Positive Any Negative Above +0.5% Above +1.0% Above +1.5% Above +2.0% Above +3.0% Above +5.0% Below -0.5% Below -1.0% Below -1.5% Below -2.0% Below -3.0% Below -5.0%

Implied vs Last 12 Avg Implied The difference between the at-the-money straddle implied earnings move for the upcoming earnings and the absolute average implied move for the 12 previous earnings events. A positive number means the market is implying a LARGER move (larger in magnitude, either direction) than what was previously implied.

-Any- Any Positive Any Negative Above +0.5% Above +1.0% Above +1.5% Above +2.0% Above +3.0% Above +5.0% Below -0.5% Below -1.0% Below -1.5% Below -2.0% Below -3.0% Below -5.0%