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I've been thinking about ways of refining our method for choosing trades. I know we look at IM and IV which makes perfect sense. However, there is a challenge because the same company doesn't always announce earnings at the same point in the expiration cycle. When they are the week of expiration, the IV spike is much larger due to a very short time to expiration. When they announce further out, the IV spike might not appear on the charts we look at on optionistics, but the IM is also misleading because there is a lot of time value remaining. Any ideas on how we can make an adjustment for this, so that we are always comparing apples to apples? I'm thinking this will require some sort of equation, so I am looking towards the more advanced mathematicians among us. Thank you. Mike
