Quant Signals

Quant Signals

Share this post

Quant Signals
Quant Signals
OKTA Earnings Signal (2025-05-27)

OKTA Earnings Signal (2025-05-27)

Henry Zhang's avatar
Henry Zhang
May 27, 2025
∙ Paid

Share this post

Quant Signals
Quant Signals
OKTA Earnings Signal (2025-05-27)
Share

Join our Discord channel for live trading signals and discussions:

OKTA Earnings Analysis Summary (2025-05-27)

OKTA Earnings Options Trade Plan

1. Historical Earnings Analysis

Average Move Magnitude: OKTA has moved on average ~10.7% (up or down) in the first trading session post-earnings over the last eight quarters. Directional Bias: 5 of the last 8 earnings reports have produced a positive stock reaction. IV Crush: Implied volatility typically falls 20–30% immediately after the print, eroding option extrinsic value. Guidance & Credibility: Management generally meets or slightly beats estimates, with occasional conservative guidance.

2. Current Setup Evaluation

Price Action: Trading at $123.72, above both the 50-day MA ($110.45) and 200-day MA ($90.76). RSI is 66.3, indicating bullish momentum without being extreme. Volume: Daily volume (4.51 M) is 1.30× the 10-day average, suggesting institutional interest ahead of earnings. Options Flow & Skew: Unusual activity in the $135 calls (ask 2.96, bid 2.83) with OI of 269; call volume outpacing put volume intraday. IV Context: Current IV is elevated relative to non-earnings periods but in line with historical pre-earnings levels.

3. Market Context Integration

This post is for paid subscribers

Already a paid subscriber? Sign in
© 2025 Henry Zhang
Publisher Privacy ∙ Publisher Terms
Substack
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share