Short Straddles - Exploit Earnings Option Volatility Crush

Short Straddle Earnings trade on Priceline PCLN. Proper analysis identifies excellent Volatility arbitrage opportunities

4.35 (53 reviews)
Udemy
platform
English
language
Investing & Trading
category
Short Straddles - Exploit Earnings Option Volatility Crush
433
students
39 mins
content
Sep 2021
last update
$29.99
regular price

What you will learn

How to Exploit Implied Volatility behavior during the Earnings Cycle

Understand the Risks and Rewards of Naked Option spread selling

Learn to provide the appropriate safety mechanisms in such a trade

Create an explosive trading opportunity with acceptable risk management

Learn an exciting trade that's alive for barely 24 hours, but can be applied broadly to all stocks during earnings cycle

Description

Should we call this trade Priceline Earnings Explosion or Volatility Implosion. Splice and dice it any way you want, there is no doubt this trade is on Steroids. The trade takes advantage of a very specific Volatility Arbitrage situation noticed in Priceline on the day it was reporting earnings. This was a case of mispricing Implied Volatility on the next Option series. A fairly complex Short Straddle strategy, that worked like a gem. Only because the analysis leading up to the trade was Spot On the mark. Believe it or not, this sort of opportunities come up all the time during Earnings reports season. Once you learn this strategy and approach well, you can create very nice 1-day trades based on the Volatility Crush

Content

Introduction to Straddles

Analytical Approach to Earnings Trades
Refresher of the Long Straddle
Introduction to Short Straddle trade and Volatility Arbitrage Discussion
Analysis and Construction of the Short Straddle Trade on Priceline (PCLN)
Analysis and Construction of the Hedges and Risk Management for Short Straddle
Explosive Exit on the Trade
BONUS LECTURE - DONT MISS !!

Reviews

Sibabrata
October 22, 2021
It is just a information about Iron fly ..nothing much about which stock to choose and when to enter and exist.
Pradeep
June 25, 2018
Actually it is showing US Market but no matter, basic remains the same. Voice & presentation using live market is just perfect. Happy to see an Indian teaching for US market.
Sri
December 3, 2017
The instructor is experienced and knowledgeable. However, the course assumes a mastery on options. More examples and more detailed explanations of options greek and how to choose hedging trades would have been useful.
Craig
October 29, 2017
I love earnings and the potential for high earnings in options. Hari explains very well jow to take advantage of implied volume crush and make this money. Also he shows how to put some herge protection.

Charts

Price

Short Straddles - Exploit Earnings Option Volatility Crush - Price chart

Rating

Short Straddles - Exploit Earnings Option Volatility Crush - Ratings chart

Enrollment distribution

Short Straddles - Exploit Earnings Option Volatility Crush - Distribution chart
1225564
udemy ID
5/22/2017
course created date
11/21/2019
course indexed date
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course submited by