Hi @Kim, I am not sure if this is a proper topic to ask questions, if not please move my post to the right place.
I was watching BERY and found short straddle pre-earnings had 100% win rate (60 / 50 /40 /20 delta) over the last 2 years.
As at SO , we are only short straddle/strangle as hedge, I would like to have your comments on short straddle alone.
http://tm.cmlviz.com/index.php?share_key=20171102073742_52lVvAjk7dBJwDwB
Thanks.
Ryan