Option Strategies for Today's Earnings Reports
Perhaps more than ever before, stocks are reacting in a most volatile way to earnings report. This causes some temporary distortions in option pricing. In this session, we'll look at strategies designed to profit from these distortions. Both buying and selling strategies will be discussed, with emphasis on using probabilities to determine which approach (if either) is better in a given situation. We will also discuss a historical perspective, because things have changed over the years—and might change back again some day.