your shorting vol.. The risk premia was said to be under priced by the market.. Your going against what they are saying. On what premise?
The position would be opened day of earnings, closed next day after earnings using the options that expire that week. Probably a Thursday to Friday trade.
NASDAQ.com shows 1/28 (as not confirmed). 12/31 vols is > than 1/24. Now that makes sense. 12/31 is also cheap, but I will not enter until I see a confirmed date.
yep-both CIQ and Yahoo showing week of 21-24, but vola's bets telling diff story. Man, I want to long 31th weeklies and short the 24th so bad but can't make myself to push the button.