News

Wall Street Horizon Announces the Addition of Options Expiration Intelligence to DateBreaks

Thu July 2, 2015

If you trade options, you know that if a company changes its earnings announcement date and the new date crosses an options expiration date, it can have a significant impact on the price of the option.

For this reason, in addition to providing you with the most accurate Prior and After earnings announcement dates, Wall Street Horizon's DateBreak data set will now include:

  • The option expiration date that was crossed
  • A new code that will signal:
    - when an options expiration date has been crossed,
    - whether the new earnings date is before or after the expiration date(s) that was crossed,
    - the frequency (weekly or monthly) of the option.


On Saturday, July 4, 2015, Wall Street Horizon will install a new release of DateBreaks that includes these enhancements.

What is DateBreaks?  The DateBreaks file provides an audit trail and deeper insight into the process of earnings date changes. This data service tracks changes to tentative and verified earnings dates made by WSH for a particular company. If the company has had an earnings date change within the past 5 days, this file will contain historical earnings date changes for the company within the last 365 days.

If you would like additional information on DateBreaks, please email info@wallstreethorizon.com or call 781-994-3500.

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