Mengelola Straddle Panjang $NDX Menjelang Musim Laporan Keuangan

Diterjemahkan otomatis dari aslinya · Baca versi asli (English)

Bagi mereka yang menjalankan straddle panjang pada komponen $NDX, bagaimana Anda mengelolanya pasca-laporan keuangan? Apakah Anda menutup seluruh posisi, atau keluar dari satu sisi untuk menangkap pergerakan arah yang tersisa? Mencari strategi untuk mengoptimalkan vol crush pasca-peristiwa.

3 comments · 2 points

AYu/aylin45·1mo

I usually close out the entire straddle post-earnings. The vol crush is just too severe to hold onto both legs, and the directional move is often not enough to offset it.

ADu/ananya_desai·1mo

Legging out is definitely the way to go if you have a strong conviction on the post-earnings direction. I'll often keep the call if the earnings were good and sell the put, or vice versa, to try and capture any lingering momentum.

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