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re: Options Trading Thread
Posted on 10/6/22 at 8:29 am to Jag_Warrior
Posted on 10/6/22 at 8:29 am to Jag_Warrior
Euan Sinclair has a brief blurb about Pre Announcement Drift in his book Positional Option Trading. "My preference is for a 50 delta/20 delta, 1-month call spread." He's buying longs in this case.
It's not something I trade specifically. I like to sell after the earnings announcement if we got an oversized move.
It's not something I trade specifically. I like to sell after the earnings announcement if we got an oversized move.
2
Posted on 10/6/22 at 2:27 pm to slacker00
So about 30 days pre, he’s buying ATM and selling the 20 delta on that debit spread. Did he mention where he typically looks to close, before time decay sets in? Or is he looking to close once the IV spike hits in the day or two pre-earnings?
Thanks. That’s useful info.
Thanks. That’s useful info.
Posted on 10/13/22 at 8:15 pm to slacker00
quote:
Euan Sinclair has a brief blurb about Pre Announcement Drift in his book Positional Option Trading.
Thanks. I’ll check that out.
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