Archive

Tags

Recent Posts

Earnings Release Options Strategies Course Offering


The OP Earnings Release Option Strategies course gives you a tool box of options strategies that allows you to take advantage of major events. It is designed to “straddle” the next ER season so that a list of ER plays with their appropriate strategies is developed for future use.

For example, below are three primary non-directional ER strategies and their ROI results for FB (each can be traded individually). The same strategies can be applied to other stocks; history will show that they either work well or fail on individual names, e.g., Strategy C on FB.

Strategy A Strategy B Strategy C

4/27/2016 -79.20% 6.40% -0.60%

7/27/2016 238.30% 52.90% -68.80%

11/1/2016 19.00% 43.30% -7.70%

2/1/2017 123.10% 26.60% -61.60%

5/3/2017 134.10% 9.60% -92.90%

7/26/2017 29.40% 22.50% -18.80%

11/1/2017 164.80% 58.20% -59.40%

1/31/2018 100.00% 32.00% -36.20%

The course format will rely on learning the types of strategies, identifying stocks that meet the criteria for those strategies, back testing the past 5 to 7 earnings, and tracking live case studies during the April/May earnings season.

At the end of the course, you will have 15 to 25 stocks and customized strategies to apply to the next earnings season. All case studies are for education purposes.

Course fee: $1495.00

Required resource: TomsOptionTools

Syllabus:

5 April 2018 Earnings and Implied Volatility. Introduction

to IV and ER scans on TomsOptionTools to develop candidate lists. Concept of

position sizing in ER trades. Live case

studies for coming week.

12 April 2018 Survey of Options Strategies for ER’s (and

events): Straddles/Strangles, Calendars,

Double Calendars, and Butterfly’s. Live case

studies for coming week.

19 April 2018 Pre-ER strategies (taking advantage of

increasing implied volatility):

straddles/strangles and calendars. Live case

studies for coming week.

26 April 2018 Holding over ER strategies (within context of

IV crush): Straddles/strangles. Live case

studies for coming week.

3 May 2018 Holding over ER strategies (within context of

IV crush): Butterfly’s. Live case studies for

coming week.

10 May 2018 Directional ER strategies (how to deal with IV

crush): calls/puts and butterfly’s. Live case

studies for coming week.

17 May 2018 Post ER Strategies (taking advantage of the

calm after the storm): credit spreads,

butterfly’s and calendars. Live case studies

for coming week.

24 May 2018 Review of ER strategies. Presentation of ER

play list and calendar for next ER season. Live

case studies for coming week if any.

Note: All live case studies will use a mix of

strategies to be presented in the full eight

week course and will be used as case study

material. For example, a butterfly, calendar, or

other strategy could be used in week 1.

For more info, please contact michael@ricepiratetrading.com or steve@optionsplayers.com.