2026年7月20日 15:13 ET 发布 · 更新于 4 个月前 · 1 个来源

Pre-earnings call buying strategy to capitalize on run-up and avoid IV crush

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原始报道

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.

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