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the best way to enter earning's directional trade is by selling the slightly ITM opposite leg. especially if one expecting moderate move. In case of DAKT , that would of be SEP 30 call. If RM would of be wrong and stock spike after report , the crash in IV would of erase first 5-8% of the loss (...

the profit came from favorable price action and not " for holding it for a couple of days'. Anyway , congrats

how is your option's trading doing ?

yes , show us the real PnL BEFORE the expanses for Litvanian bimbos. We also want to see their pictures. :)

RM , can you ask your muse to visit you no later than 3:55 pm next time ? You know , for an option's traders among us. TIA :)

its a prop shop ? You need 7 to join? thanks , v-pimp

:)

:) two types : 1.Reporting day in the front month(the old way) : establish vega neutral position one day before and hope for a big move in stock on the day of report. 2.Reporting day in the Back month (this thread): enter when vols diff =1500bp+ (front is LESS than back), and close all...

9-20 OCT ? That would be a disaster for RC , they MUST report after the 20th. Mo , I think I confused you with my post. I was referring to diff strategy on RC.

look no further than infamous ISRG and SNDK. OCT/NOV entry , sometimes at the last week of September. Both will print vols around mid 40's(for OCT) and mid 60's for NOV.

Latest reporting results combined with current ( very slow) price action will create very good RC opportunities. Some stocks will have up to 2000 bp diff between the front and back (2 - 3 months) month. One will be able to establish a +gamma , neutral theta and neutral ( almost) vega position on...

:)

I know at least one ET member (Arnie Guitar) that will strongly disagree with you on the greeks statement.

I don't know if one is exists. Ones I spend couple of days on replication and failed miserably. Should of listen to B , the waver of going beyond the strike/barrier(in exotics) makes comp between vanilla and exotics almost irrelevant. Right , Risk ?

sorry , didn't see Risk's reply from above ; forget what I just said :)

the short box is almost synthetically = to short strangle , but costs more (higher spread for ITM options). Looks like you planning short nonaggressive gamma scalping at barriers. Stop losses are worthless when big moves in spot occurs overnight ( and they do). Whipsaw is your enemy. You need a...

We need more info to answer . Is this an g.. only flight or regular ? :)

good reply , Rally

what are you talking about ?

Burn this thread. Burn it.