Market Measures

Monday – Friday | 9:00 – 9:20a CT

Trading Longer Term Earnings

Market Measures

Options involve risk and are not suitable for all investors. Please read Characteristics and Risks of Standardized Options before deciding to invest in options.

Tom and Tony see what happens to expectations for moves into earnings compared to non-earnings moves.

  • 2010 to present
  • Measured 30-day expected move as given by IV prior to earnings release
  • Measured 30-day actual move day after earnings

We find that earnings are more of a zero-sum game than non earnings price moves (which stay within implied moves well over 68% of the time).

However, this is simply a tradeoff for the other benefits earnings trades offer like engagement, instant gratification, instant vol crush, etc.

Market Measures More installments

See All »

Latest tastytrade Videos As of July 14

Most Shared From the last 30 days