Trading the Volatility Smile on Earnings

Discussion in 'Options' started by Atikon, Apr 17, 2020.

  1. So you trade on years-old data? The premise (of this thread) is cheap wings...
     
    #31     Apr 20, 2020
  2. Just
    Just showing an example of a humped-shape pre-earnings curve where the wings are a lot cheaper than the ATMs. Didn't have time to pull up a current example.
     
    #32     Apr 20, 2020

  3. Alright. I trade a lot of SN-vol and I've not seen wings under ATM in many years. Long enough that I cannot recall.
     
    #33     Apr 20, 2020
  4. newwurldmn

    newwurldmn

    I don’t recall EVER seeing both wings lower than ATM in the 18 years I have traded vol. The same sometimes.
     
    #34     Apr 20, 2020
    Same Lazy Element and Atikon like this.
  5. Maybe it doesn't happen as often anymore. Those two old examples I gave were extreme cases, and during a bull market. But I read somewhere that W-shaped vol curves happen more often than not, usually right before a binary event such as company earnings or Brexit in FX.
     
    Last edited: Apr 20, 2020
    #35     Apr 20, 2020
  6. I don't think you've trade SN vol for a while. Much cheaper?
     
    #36     Apr 20, 2020
  7. Atikon

    Atikon

    See how much Buy/Sales going on during the Up Move on Earnings? With extended Hours Trading you can get in and out, there are loads of Bids and Asks lined up. It's worse in a Black Swan Events, where you don't have noone along the Bids/Asks lined up. I can't think of an Earnings Event where I didn't get filled. But then again, I stay away from Volatile Stocks like Tesla when selling Options
     
    Last edited: Apr 21, 2020
    #37     Apr 21, 2020
  8. Dude, I was up big on shares AH and own 100 lot in the 45/50 bull vert from 1.9. My point stands that you don't know WTF you're doing. The shares could just have easily printed 300 or 400 on the first print. Your BS CFD would have been 10 points wide.
     
    Last edited: Apr 21, 2020
    #38     Apr 21, 2020
  9. Atikon

    Atikon

    Some peoples MO seems to be saving as much money as possible on their funeral catering. I think you got corrected by 3 ppl during this thread. You have no idea how to trade CFDs or Volatility. Hence I blocked you dumb cunt
     
    #39     Apr 21, 2020
    ffs1001 likes this.
  10. TheBigShort

    TheBigShort

    You can't hedge your position overnight when the first move after the news is 10%. Look what happened to NFLX. Your CFD is going to be wide af and you ended up hedging at 480 (after the first move). NFLX is trading at 430. You are long a boat load of shares at 480. What do you do now?
     
    #40     Apr 21, 2020