Pre-earnings vol plays

Only with SLs and provided there is enough in skew and term structure to make it possible.

 

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 + post report?

 

Without being able to automate the search process via software these deals are just capricious excursions for hobbyists.

 

Thanks, still a lot to learn on my side

 

yes

 

what’s the point of being short the front expy. It’s like 25 vol.

 

I don't know how to structure better. Hoping that I will gain more (or lose less) on front than on back

 

Update Trade 1 - ADBE, 85.37 debit:
Bleeding a bit, MTM ~84. It isn't moving, 10 days in 3% range

 

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% (24:56) UNLESS you are sure that long position combo will be unchanged 7 days before reporting week (when front is expired).

So for me ADBE is a candidate for a short calendar.

No position, just my 2 cents

 

You're so out of your depth it's comical. IV has been doing this for decades. vol switches into the report, post. Dispersion since the early 00s.

Why don't you shut the fuck up?