A adamchubb Oct 15, 2020 #1 just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?
just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back?
N newwurldmn Oct 15, 2020 #2 adamchubb said: just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back? More... it depends on what the options are pricing.
adamchubb said: just wonder what expiry would you sell for earnings strangle? would you sell the expiry closest to earnings date? or sell the expiries further back? More... it depends on what the options are pricing.
P Poljot Oct 15, 2020 #3 Hi, I would rather be long then short and more then 30 days to expiry due to accelerating time decay.
Hi, I would rather be long then short and more then 30 days to expiry due to accelerating time decay.
