Horrible vols action so far. The Short Calendars (Long Pre Report Week/Short Reporting week, 2 -3 weeks prior to Report) were great winners. But...
bought TSLA. 8.5% implied with 6 trading days to go. WOW, but I still not sure if this will end as a positive trade. Yet, another difficult qtr...
Ratioed MSFT trade, 5 to 2 Buy 505 straddle, 8/1 Sell 495/515 strangle, 7/25
Tariffs will revert to April levels if countries don't make a deal by August 1, Bessent says
me again... Before last qtr disaster earning crash, the average pre report implied straddle was 4.5%. It's currently at 12.3% (report is on...
I though you are having a home run here...Large move and vols crash for credit trade. I guess I still don't understand the position details.
+ ROKU
NFLX is very close (entry)
90-days tariff pause expire on 8/12...mid and end August expirations vols in lower teens...
MMM, DIS and PINS looking interesting
I was referring to post earnings period...while the one time large % change is still in DB
How does HV formula handles big earning move? I your case of 21 lookback sample, it will skew on the value for next 20 days, right?
looks like we are back to almost normal pre report vols levels for July season.
No go on CRWD. It's needed a > 4$ credit on 480 put; not going to happen. Next!
Thanks B; I thought I checked it out...missed it somehow Now short calendar looks good, imo- Long 6/6, short 6/13. Need 5% up or down report...
I cannot figure out CRWD. Reporting (apparently) this week but still no confirmation. IF stock's report date is this week, then 6/6 vs. 6/20...
yes, 1x2 when long and 1x1 when short
I do both long AND short Calendars (pre-event vs. post-event), but I would never place a Long Calendar with front to back vols ratio of 42%...
I love these trades but not finding a lot of them. And I usually use 1:2 ratio. About ADBE trade. You are shorting 26 pre report vols and long 50...
works very well so far. Had a best qtr (5.5 weeks) thanks for UNH.
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