Kim Posted March 9, 2013 Posted March 9, 2013 I just finished reading Option Strategies for Earnings Announcements book by Ping Zhou and John Shon. It introduces several ways to exploit option trading opportunities around earnings news. Chapter 8 is especially relevant to what we are doing at SteadyOptions. It examines a strategy of "buying volatility" in the days or weeks prior to the earning announcements by longing straddles/strangles and closing the positions a day before the announcements when implied volatility is at its highest level. Click here to view the article 1 Quote
Marco Posted March 9, 2013 Posted March 9, 2013 I came across that book (I think someone here mentioned it) but from having a look at the table of contents it looked like a good summary of a lot of things that I mostly already know. Did you gain any new insides about earnings trades strategies? Anything new for you? Thanks, M. Quote
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