Option Strategies for Earnings Announcements

[Kim 7,512]

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.

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[Marco 221]

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.