smasty 9:13 am on Thursday, July 26, 2018

EA Earnings

Ratio Straddle Time Spread
STO 143 Straddle @ 7.95 x8 BTO 143 Aug 3 straddle @ 8.83 x10. Sold 93% vol, bought 49% vol. Ave vol crush is 8% on EA.

mortlightman 9:25 am on Thursday, July 26, 2018

This is one I don’t understand??
- smasty 9:36 am on Thursday, July 26, 2018
  
  Mort I’m anxious myself to see how this plays out. There is considerable edge in this trade w/ the vol differential. I have modeled vol crush on the graph, and it holds up well. I’ve done these a few times, but not with the extra-extreme of a Thur earnings into a Fri expiration. Stay tuned.
  - mortlightman 9:56 am on Thursday, July 26, 2018
    
    Puts or Calls?
    - MamaCash 10:04 am on Thursday, July 26, 2018
      
      Straddles involve both puts and calls.

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