META report
- Thread starter IV_Trader
- Start date
Matt_ORATS
Sponsor
Yes, here's a graph of the stock and implied earnings move for the last four days. The high was an implied move of 7% now it's down to 6%.
https://gyazo.com/acea3afc1648ce037044dbceb8662f10
Here's a 12 quarter history of earnings. Average move 11.4%. When those green and red dots are outside the shaded implied moves the straddles were profitable, about 6/12 times.
https://gyazo.com/92c74153a5db7457c4b9636531ffcac2
Time & Sales large trades: I see more buyers than sellers today of premium:
https://gyazo.com/f09f0770e291d615e6ebf76a752527d4
https://gyazo.com/acea3afc1648ce037044dbceb8662f10
Here's a 12 quarter history of earnings. Average move 11.4%. When those green and red dots are outside the shaded implied moves the straddles were profitable, about 6/12 times.
https://gyazo.com/92c74153a5db7457c4b9636531ffcac2
Time & Sales large trades: I see more buyers than sellers today of premium:
https://gyazo.com/f09f0770e291d615e6ebf76a752527d4
I don’t follow. Were you short or long the earnings vols
I see how this can be confusing, my bad. I was long (as always) pre report vola rump and was planning to exist before the report (as I almost always do). Had a good profit and existed few days before report.
I was lucky not to hold it in the last 2 days before the report when vols crashed.
Now ideally, I should hold it into the report
, but it's simple not my game.