Noah Katz 90 Report post Posted October 5, 2017 Seems like all of the earnings trades have been hedged straddles. I like them better than a plain straddle, which oftener than not turn out to be losers for me. Does it make any sense to combine a calendar w/a short strangle? Share this post Link to post Share on other sites
Yowster 7,981 Report post Posted October 5, 2017 7 minutes ago, Noah Katz said: Seems like all of the earnings trades have been hedged straddles. I like them better than a plain straddle, which oftener than not turn out to be losers for me. Does it make any sense to combine a calendar w/a short strangle? @Noah KatzThat would be very high margin as your short strangle would be uncovered short options. Share this post Link to post Share on other sites
Noah Katz 90 Report post Posted October 5, 2017 Oh, right, I should have thought about it at least a little before asking Thanks Share this post Link to post Share on other sites
4REAL 109 Report post Posted October 5, 2017 (edited) 30 minutes ago, Yowster said: @Noah KatzThat would be very high margin as your short strangle would be uncovered short options. @Noah Katz - also when the underlying starts to move, this would hurt the calendar and the short strangle would (most) likely hurt the trade even more. Edited October 5, 2017 by 4REAL Share this post Link to post Share on other sites
