GOOG next report

Quote from FXforex:

I was thinking a long fly. Buy the wings, sell the body.
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your shorting vol.. The risk premia was said to be under priced by the market.. Your going against what they are saying. On what premise?
 
Quote from cdcaveman:

your shorting vol.. The risk premia was said to be under priced by the market.. Your going against what they are saying. On what premise?
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The position would be opened day of earnings, closed next day after earnings using the options that expire that week. Probably a Thursday to Friday trade.
 
Quote from FXforex:

The position would be opened day of earnings, closed next day after earnings using the options that expire that week. Probably a Thursday to Friday trade.
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Ok, great premise for a trade. GL with that buddy
 
NASDAQ.com shows 1/28 (as not confirmed).
12/31 vols is > than 1/24. Now that makes sense.

12/31 is also cheap, but I will not enter until I see a confirmed date.
 
Quote from IV_Trader:

NASDAQ.com shows 1/28 (as not confirmed).
12/31 vols is > than 1/24. Now that makes sense.

12/31 is also cheap, but I will not enter until I see a confirmed date.
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adjusted for NASDAQ term structure, the vol does not appear particulairly cheap to me
 
Quote from barney-:

CapitalIQ, as of today, shows estimated January 23rd after hours.
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yep-both CIQ and Yahoo showing week of 21-24, but vola's bets telling diff story.

Man, I want to long 31th weeklies and short the 24th so bad but can't make myself to push the button.
 
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