Buying straddles before earnings is a well known non-directional trade that seeks to benefit from increasing IV and/or a move in either direction. My backtests (using just stock prices) show that many stocks (especially tech) tend to drift up prior to earnings. Also, it's possible that the stock has a directional move upwards that's not large enough to cover the cost of a straddle. This would not be an issue when you just have a call. So is it a better play to simply buy ATM or slightly OTM calls a few days prior to earnings and close them just before the earnings release?