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>> No.56456109 [View]
File: 306 KB, 2216x334, Screen Shot 2023-10-24 at 3.59.43 PM.png [View same] [iqdb] [saucenao] [google]
56456109

>>56455702
vanilla calls and puts for earnings are not the play because they are too heavily affected by volatility. you need to use spreads or other vol-neutral option structures

a simple call spread is almost vol-neutral, but you have to pick the correct price target for the stock

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