Sell the position either the night before the EA when the company announces earnings.Buy a Straddle at or close to the money two to three weeks pre-EA.Options Type: Weekly or Monthly if that lines up with the two to three-week lead-time.Earnings Date End Date : Current Date + 30 Days.Earnings Date Start Date : Current Date + 15 Days.It includes only those stocks whose Earnings are at least two This popular screen will give you a list of stocks whose Options premiums tend to Post-market, generally capturing IV at or close to its peak. The company announces earnings pre-market, or (2) during the EA day when it announces Sell the position either (1) the night before the EA when This strategy, Buy a Call and Put at-the-money (a long straddle) 2-3 weeks before The Volatility Rush takes advantage of increasing options premiums into earningsĪnnouncements (EA) caused by an anticipated rise in Implied Volatility (IV). Volatility Rush Strategy - Best for Options Traders Strike Price is optional but recommended. Buy Insurance: Buying back Call and Put at Strike price which 10% lower than Sell.Expiration Date: It should generally be the closest expiry immediately after the.Options Strike Price: Current Stock Price – (% Predicated Move x 2).
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