Published Jul 20, 2026, 3:13 PM ET · Updated 4 months ago · 1 source
Strategy for trading earnings announcements to avoid IV crush
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Original Report
A viable strategy for trading earnings announcements is to buy calls 2-4 weeks before the announcement to profit from the pre-earnings run-up, and then close the positions before the actual announcement to avoid the implied volatility (IV) crush that typically occurs post-earnings.