earnings strangle

Discussion in 'Options' started by adamchubb, Oct 15, 2020.

  1. adamchubb

    adamchubb

    just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?
     
    #1     Oct 15, 2020
    Share
  2. newwurldmn

    newwurldmn

    it depends on what the options are pricing.
     
    #2     Oct 15, 2020
    Share
  3. Poljot

    Poljot

    Hi,
    I would rather be long then short and more then 30 days to expiry due to accelerating time decay.
     
    #3     Oct 15, 2020
    Share