113: Long Straddle Earnings Option Strategy Backtest Results

The Option Alpha Podcast

The Option Alpha Podcast
113: Long Straddle Earnings Option Strategy Backtest Results
Dec 25, 2017 Episode 113
Kirk Du Plessis

Show notes: http://optionalpha.com/show113

Often times when new traders go through their first couple earnings cycles and experience large moves in the underlying stock, it can feel almost natural to want to buy contracts via a long straddle earnings option strategy as opposed to selling options the way we teach here at Option Alpha. In today's show, I'll preview some of the new research we've been doing in the field of earnings trading and cover the results from three major companies we backtested; Apple, Chipotle, and Facebook. I think you'll find as you listen this episode that your confidence in sticking with these trades for many earnings cycles will go up dramatically.