8 posts in this topic
Can We Profit From Volatility Expansion Into Earnings?
In one of my previous articles I described a study done by tastytrade, claiming that buying premium before earnings does not work. The title of the study was "We Put The Nail In The Coffin On "Buying Premium Prior To Earnings".
I demonstrated that their study was highly flawed, for several reasons (strikes selection, stocks selection, timing etc.)
It seems that they did now another study, claiming to get similar results.
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