Anyone have a favorite options strategy trade through earnings?

[Kibitzer]

you dont need backtesting for any earning play (gambles)
it is hardly relevant

you can do it before earning / through earning

you can use calendar / fly / calendarized fly / double or triple calendar / etc
doesnt matter

i am sure someone can get lucky with this type of trade



--
not a good and scalable business model though

It does matter what you put on. In a vol crush, double and triple calendars will likely lose if held through the earnings report. Single calendar can work if the price ends up near the strike, otherwise it will probably lose as well.

 

[water7]

It does matter what you put on. In a vol crush, double and triple calendars will likely lose if held through the earnings report. Single calendar can work if the price ends up near the strike, otherwise it will probably lose as well.

in a long run it doesnt matter


--
your calendar's "vega" can be deceiving, if you dont know how it works

 

[Bekim]

Calander's work great for some equities and horrible for others. That why you backtest and that why I made 100% on my SYMC double calander yesterday