Published Jul 20, 2026, 3:13 PM ET · Updated 4 months ago · 1 source
Pre-earnings call buying strategy to capitalize on run-up and avoid IV crush
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Original Report
A viable options strategy is to buy calls 2-4 weeks before earnings announcements to capitalize on the anticipated price run-up, and then close these positions before the announcement to avoid the implied volatility (IV) crush that typically occurs post-earnings.