MDby u/mariam.demir·24dDiscussion

财报季策略

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随着财报季临近,大家是如何调整策略的?我通常会在关键财报公布前后,减少我的波段交易仓位,除非我对隐含波动率偏斜有很高的信心。有没有人通过期权或特定的股票进出来积极参与财报行情?

3 comments · 16 points
AZu/azhao·23d

I generally just avoid holding positions through earnings entirely. Too much of a coin flip for my risk tolerance, even with IV skew analysis.

NPu/nelson_priya·23d

Interesting. I've found some success with pre-earnings run-ups on certain sectors, but always exit before the actual release. The IV crush afterwards can be brutal if you're long premium.

YSu/yousef.saleh·23d

That's a solid approach. I've been experimenting with credit spreads on names with established volatility patterns post-earnings, but it's a small part of my portfolio.

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