Recent content by kevino

Robertral - where could I find info on this? Thanks Kevin

Thanks for the practical info Gareth, I checked the aapl calls this morning after they reported and the front month OTM got crunched but all the others had nice gains, even the OTMs. I will monitor options behaviour for other earnings reports but also look at your idea of trading in the...

Thanks for the reply Profitaker, So the volatility contraction is what killed me. All the OTM calls were down yesterday for every expiry date. I guess the best way to play these reports is with ITM options that move 1:1 with the underlying. Kevin

I hope someone can answer this question. Yesterday I bought front month 90 calls on DNA at 0.30 (closed at 0.35, underlying price 83.5). Theta was -0.11. Today on a good earnings report, DNA is up around 2.5 points and the ivolatility.com calculator shows the 90 calls at 0.62. Actual price...