This is a follow up to my previous post on trading the earnings cycle with some info on $TataElxsi. $TataElxsi reported its quarterly earnings on Tuesday 08-Jan-2018 at 12;55pm. The options marketplace was pricing in …
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Category: Volatility
Earnings Season Q3-2018 – TataElxsi
$TataELXSI kicks off the earnings season with announcement of its Q3 results on 08-Jan.
So, what are earnings trades?
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Put Options for 2019 Elections
The state assembly elections were a big eye opener for the incumbent party. The results were a big surprise across the board. This sets up the 2019 Lok Sabha Elections to be a cracker. Elections …
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Post Elections Volatility Dump
Post event volatility crush is a known phenomenon across various underlyings. Post state election results this week Indian traders saw massive doses of implied volatility dump across various underlyings. The most widely traded underlyings, $Nifty …
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HDFC BANK Edition – Where’s the edge?
Options traders trading the short side of volatility look for a simple volatility edge to play out. This edge expresses itself when the implied volatility from options pricing is greater than the future realized volatility. …
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