GOOG earnings long straddle?

Discussion in 'Options' started by a529612, Jul 7, 2006.

  1. When is the best time to establish the position if you think there will be a huge move up or down at earnings? There's still plenty of TV left in those July calls and puts.
     
  2. Uh oh........
     
  3. MTE

    MTE

    How do you define a "huge" move? 10, 20, 50 points? At the moment, Jul options are pricing in about 25-27 point move.
     
  4. pv150

    pv150

    there won't be any tv left if earnings is on July 21 like last year, in that case you do your thing at the last minute possible. GL

    http://tequity.blogspot.com
     
  5. jllm03

    jllm03

    GOOG's earnings will be released 7/21. This is right before the expiration date.
    I entered into this today with a Call Credit Spread .
    Sold ten, 460c, and bought ten, 470c. (Potential profit of $1250 if it does not go above 460 @ exp). I usually bail out of the short side the day before expiration if the price is within $10 of the Long strike. Has worked good for the past 3 consecutive months.
     
  6. uh oh....
     
  7. JKenisky

    JKenisky

    I did some quick math and your potential profit seems a bit off... but maybe I'm calculating wrong... care to elaborate?
     
  8. I came up with a maximum profit of $800.00 and maximum loss of $9,200. Based on closing prices and no commisions factored in.

    Reward:Risk ratio = 1:11
     
  9. JKenisky

    JKenisky

    Yeah, me too. :eek:
     
  10. Ever think he might have gotten a better price than the current EOD one? Like when GOOG was up a little this morning?
     
    #10     Jul 7, 2006