VZ ATM straddle priced slightly higher than historical average move - with stock at 43.80 put on a 40.50 / 42.00 / 45.50 / 47.00 Iron Condor expiring Friday for a credit of 0.37, risk up to 1.13.
Great content, R. Combining it with historical research I do on a symbol's post-EA IV crush & projecting it for an upcoming EA has really enhanced decision making.
FYI- $AMZN's EA actually 10/31 ATC. Wasn't yday (10/24).
Mid-Day Monday -
FCX ATM straddle priced like last two reports
GM ATM straddle in line with history too
VZ ATM straddle priced slightly higher than historical average move - with stock at 43.80 put on a 40.50 / 42.00 / 45.50 / 47.00 Iron Condor expiring Friday for a credit of 0.37, risk up to 1.13.
Great content, R. Combining it with historical research I do on a symbol's post-EA IV crush & projecting it for an upcoming EA has really enhanced decision making.
FYI- $AMZN's EA actually 10/31 ATC. Wasn't yday (10/24).
Yea - I double checked AMZN, should have triple checked - the history around earnings really is useful data.