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Search: Posts Made By: traderwerks

Forum: Options

July 19th, 2013, 07:20 AM

Replies: 12

Double Calender spreads for Earnings

Views: 6,210

Posted By traderwerks

So you legged in ? You opened the longs before...

So you legged in ? You opened the longs before the shorts ?

Forum: Options

July 19th, 2013, 03:29 AM

Replies: 12

Double Calender spreads for Earnings

Views: 6,210

Posted By traderwerks

Double Calendars

Calendars usually do better when IV is going to rise, and after earnings IV usually falls. I think your longs are going to take a hit , IMHO.

One thing to look out for is how much of an IV skew...

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