Which strategy is best suited for Event Trading? (FDA, ER etc.)

Discussion in 'Options' started by earth_imperator, Jul 10, 2023.

  1. Which strategy is best suited for Event Trading? (FDA, ER etc.)
    For upcoming events like Earnings Release (ER) and FDA decision (biotech etc.)?
    The main charasteristics of such events are: an event with a big impact is expected,
    but direction of the stock is uncertain, the IV rises big (150+) and afterwards drops to normal levels.
    Which strategies are best for such situations?
    I think LongStraddle is not the best choice for this, right?
    What about the ShortStraddle?
    Any better alternatives?
     
  2. traider

    traider

    HFT
     
  3. delta_1

    delta_1

    Here is a free ebook (legal to download) on options trading: https://www.trading-volatility.com/Trading-Volatility.pdf
    Using options to trade events like earnings (post earnings announcement drift = PEAD) is part of EUAN SINCLAIRs speciality. It's a chapter in his book positional option trading.
     
    earth_imperator likes this.
  4. Handle123

    Handle123

    Fade the charting patterns
     
    murray t turtle likes this.
  5. ironchef

    ironchef

    @Handle123, good to know you are still around.