I didn't like the premiums on the AMZN puts on Friday, so I chose to short (just an odd lot) a very small amount of the stock. I haven't decided whether to add to that short ahead of the report, though in my case buying puts would allow me to cover my shorted AMZN stock. There are pros and cons to adding puts ahead of earnings, though in the case of AMZN it appears that the stock price is pricing in the best that could be expected (or even more).