The basic idea of the event-driven volatility trading strategy highlighted here is to profit from the pre-earnings run-up of IV and post-earnings volatility crush. With an unclear sense of post-earnings price movement, the idea here is to structure a delta-neutral spread that can benefit from the post-earnings volatility crush.
First, the frequency distribution of the [...]
- Quick Take On The Markets & Watchlist
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- What Led The Market This Week? (And Watchlist)
- Defensive Sectors Leading The Market & Watchlist
- Breaking Down This Week’s Winners & Watchlist For Next Week
- What Sectors Are Leading The Market?
- Market Strength and My Watchlist
- Implied Volatility Skew and What It Tells Us
- An Interesting Take on Selling Implied Volatility Here