Thanks for the explanation. So the IV moves around earnings are considered non-RT moves? Trying to think of a possible strategy that will benefit...
Many options guides out there suggest that buying calendar spread will profit when IV increases. This is often not the case? From what I can see,...
Interesting topic. Im also interested in seeing OI data leading up to expiration. Is the idea here to see whether there is any pinning on the...
You can. I have done it in the past. Did you try using paper trading account on TWS and run into some specific issues with the procress?
I think syswizard was referring to shodson's earnings play, i.e. SELLING instead of buying straddles just prior to earnings. As pointed out,...
Besides a large move in the underlying, another way to profit from buying straddles is to gamma scalp afaik. For this you need an oscillating...
Hi there, I believe that your probability of loss should roughly be = cred received/width of the spread = (46.42/70)*100% = 66.3%. 33% is actually...
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