Does anyone know of a website or screener which lists only upcoming earnings announcements where the underlining has very liquid options?
Upcoming Earnings Releases with Liquid Options
- Thread starter frostengine
- Start date
You have it backwards. Options is a top to bottom process. NOT bottom to top.
CORRECT
- Stock
- Sentiment (trend)
- News, earnings
- Option Liquidity
WRONG
- Option Liquidity
- News, earnings
- Sentiment (trend)
- Stock
Essentially what I am trying to do is buy or sell straddles into earnings. When I look at something like zacks or yahoo's earnings calendar it shows me all the stocks reporting earnings tomorrow.... but it takes a long time to go through and find which have options and more importantly which have options that dont have insane bid/ask spreads...
If there was a service or site which spit out a report that said here are the stocks reporting earnings tomorrow that have "liquid" options. Then I can spend my time researching each of those stocks and developing my bias for long/short the straddle.
If there was a service or site which spit out a report that said here are the stocks reporting earnings tomorrow that have "liquid" options. Then I can spend my time researching each of those stocks and developing my bias for long/short the straddle.
rmorse
Sponsor
As it's hard to define what a liquid option is, you can use LiveVolPro to scan for options that have a Ivol diff between two months where option volume is over a minimum number. The calendar is normally narrow near earnings with front week/month expanded and the volume minimum will give some reference as to liquidity. You might be able to place earning into the scan, I'm not sure.
http://www.livevol.com/options-trading-analysis-software
Bob
http://www.livevol.com/options-trading-analysis-software
Bob
