财报季策略

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.

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

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.