Yes. You can take a look at the article on seeking alpha. The only difference is that I am not looking at the past performance of how much the stock moves at announcement time. Something I may need to look into.
Been a little busy. Going forward I will only test Strangles pre-earnings on S&P 500 companies.
CCE to announce on Thursday - 2/9/2012
Activity Date Transaction Description Symbol Qty Fill Price Net Amount
2/3/2012 Buy To Open CCE Mar 12 22.00 Put CCE 100 0.25 -2515
2/3/2012 Buy To Open CCE...
The purpose is to demo trade 2 options strategies found on seeking alpha.
1. Strangles pre-earnings on S&P 500 companies with good volume
2. Buying deep in the money options with a high delta and selling the weekly options against it with a lower delta using good volume ETFs & stocks
I am...