Sorry for being dense but what exactly is the play here? You buy a straddle or strangle and then place limit orders during after hours sessions?
Nice trade Magic. Not sure if this answers your question but I really like Dr. Russell Richards' work and he just posted a white paper on using...
Anyone know when AGN usually confirms their earnings date? Seems to be some speculation it will either be this week or next which splits up the...
Good point. It does look like the straddle price (on average - thick black line below) seems to rise the few days before earnings so one may buy...
What does everyone think of TWTR? According to my math the implied move is 10.3% which seems rather low given prior cycles. [ATTACH]
Do you know how to model calendar trades after earnings? I can't seem to figure out the proper IV at T+0 and T+1 for each leg and they never...
IBM does look cheap enough to give it at try [ATTACH]
Hang in there man. If this was easy we would all be trading from our yachts. We have to learn from our losses, keep our positions small, and...
This is exactly what I have been thinking for the past few weeks. I feel like all my trades are too correlated to the VIX but was not sure how to...
Thanks. I am learning a lot here as well. Agree about possible overfitting. They have another chart they are called RV (relative value) where...
Implied move for GS looks smaller than past few cycles. Would you do a fly here? [ATTACH]
Yes long vol plays similar to the paper where you long an ATM straddle and close before earnings. Chart of MCD ATM straddles heading into...
I am still reading this but there is some confusion on if they are actually holding through earnings. From the article I believe T=0 is the...
Thanks!
Interesting. I am not sure why their straddles are not delta neutral unless their prices are from open the day before earnings vs. end of day prices.
PGR reports on July 17. This seems to have been a good long straddle in the past with the actual stock move outpacing the implied move 6 out of...
Not sure what happened to Jeff Augen but he used to write about shorter term intraday moves like this in his books and probably has all the...
Very nice and slick looking interface. Great work. To be honest some of your explanations were a bit fast and over my head so depending on...
Hi. Most of my trades are pre-earnings (long vol.). I have done maybe 20-30 trades where I held through earnings. Usually selling tight ICs or...
Agree about win %. Has anyone used Estimize or looked at the trend of analyst revisions heading into earnings for predictive power? I remember...
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