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How did your trade go?

So how do you feel about shorting them?

Good luck. TOS does not model calendars efficiently. They always look much better on the risk profile tab than they really are.

If I were going to play I would probably do the regular SEPs and stay away from the half dollar strikes. Maybe something like 42/38 and hope to take 50 cents out of it. By going out with more time I can try to trade my way back to break-even if the stock make a large move.

The vol is going to crush for the upcoming expirations not just the AUG 17s. Your longs that are only an extra week out are going to lose value as well. The AUG 24 vol is around 75% right now so I was assuming that it will go down to about 45% after earnings. You really only have two...

When I am looking at the option chain in TOS I will look to see where the vol starts to stabilize and use that as "support". M looks likes around it could crush to about 40% to 45%. If the stock doesn't move I think you could take about 65 cents out of a 1 lot.

You are going to see a vol crush on that back week or month also. So let’s say you buy it for $1.50 and the stock doesn’t move the shorts will expire worthless but your longs still could be worth less than the debit you paid for the spread.

Or broken wing butterfly?

You could probably get filled somewhere near the mid.

Why did you pick 14 days?

Bloomberg.com that might not be a confirmed date.

I already asked if I could pay for just access to the data that they release. It is only for students who take his class.

I am not exactly sure why but some his plays are estimating the date before the company releases it...basically trying to get ahead of the vol ramp and financing it by selling the week before earnings to take advantage of the crush since it is still unknown.

I wish there was a better way to source the data and keep track of it. Optionslam.com has a lot of info but you have to take $1000 class and then pay $100 a quarter for the data. His basic strategy is buying buying calendars around 45 days in advance. With the front strikes in front of the...

Yep, says Aug 23rd

Is the Bloomberg’s algo that you are looking any different than what is on the Bloomberg website for free? I will tend to check the Bloomberg website, Zach’s and earningswhisper and try to see what the consensus is. If I not confident I will go an extra week out

I have been working on something similar to this. Are you playing the bounce off of the 200 period EMA?

$4.50 is near the mid. Can’t expect much more than that really on a 50 cent spread.

What did you get filled at?

Long call or long put?