Trading a long neutral butterfly during earnings

Discussion in 'Options' started by nwoptions, Jan 17, 2022.

  1. Hi guys, I want to trade the 25/27/29 long neutral butterfly for T (expiration Feb 18). There's no ex-dividend risk (it was on Jan 7) but the earnings date for T is Jan 26.

    1) Does the risk of assignment increase because of an upcoming earnings date? or do I only need to worry about the ex-dividend date?

    2) Does an upcoming earnings report create volatility before the earnings gets released?

    Thanks
     
    • IMO ..... the $2 spread in between the strikes is too narrow for an earnings trade.
    • Maximum loss is below 25 and above 29.
    • There is a very high probability T will trade below 25 or above 29 after earnings.


      2) Yes
     
    nwoptions likes this.
  2. ET180

    ET180

    This is AT&T that we're talking about. It doesn't really move. Reasonable shot at making money for not much premium. I think the trade makes sense, but I would go one strike or two higher.
     
    nwoptions likes this.
  3. Thanks for the reply OptionsOptionsOptions. What would be a better spread given the earnings risk? Would the 24/27/30 spread be better? The problem with that is that the 24 strike has a volume of 2 with a 15 cent difference between the bid and ask.

    Back to one of my question from the opening post: does the risk of assignment increase because of an upcoming earnings date?

    Thanks