Latest reporting results combined with current ( very slow) price action will create very good RC opportunities. Some stocks will have up to 2000 bp diff between the front and back (2 - 3 months) month. One will be able to establish a +gamma , neutral theta and neutral ( almost) vega position on certain stocks.
Yes, gamma week should have some good risk/reward short calendar pickings I shall be stealing your filtered list of candidates in due course. MoMoney.
look no further than infamous ISRG and SNDK. OCT/NOV entry , sometimes at the last week of September. Both will print vols around mid 40's(for OCT) and mid 60's for NOV.
9-20 OCT ? That would be a disaster for RC , they MUST report after the 20th. Mo , I think I confused you with my post. I was referring to diff strategy on RC.
Yeah, you have me well confused [EDIT: Re-read your first post. I see what you're looking at now Different strategy]
two types : 1.Reporting day in the front month(the old way) : establish vega neutral position one day before and hope for a big move in stock on the day of report. 2.Reporting day in the Back month (this thread): enter when vols diff =1500bp+ (front is LESS than back), and close all positions on the Front month exp day.