The options market has generally overestimated the effect of earnings releases on MasterCard's stock price. Selling MA earnings straddles would have been profitable 81% of the time since 2011.

The options market has historically overestimated the magnitude of price moves in Amazon stock immediately after earnings reports. Selling volatility through AMZN earnings straddles would have been profitable 67% of the time over the past six years.

While the options market has predicted the magnitude of Google's earnings moves successfully more often than not (52.6% of the time) over the past six years, when it's wrong, it's been wrong significantly. The few large losses from selling volatility in advance of Google earnings make the average historical return of the strategy negative.

The market has underestimated how much Boeing has moved immediately after earnings results over the past six years. Selling weekly straddles in advance of earnings would have only been profitable 39% of the time historically.

The market has underestimated how much Coca-Cola has moved immediately after earnings results over the past six years.

Options traders have priced in bigger earnings moves than have actually been realized over the past four years for Facebook. Selling FB earnings straddles has positive historical expected value and would have been profitable 58% of the time.

Selling weekly straddles in advance of Twitter's earnings reports has generally been an unsuccessful strategy and has lost money 61.5% of the time over the past 2.5 years.

Selling weekly straddles in advance of Apple earnings reports has been profitable 70% of the time over the past six years. Analyst expectations are low for Apple this quarter as iPhone demand is anticipated to continue to slow.