So a commenter had an interesting question yesterday. Basically, can you buy gamma a few weeks ahead of earnings, knowing volatility is going to spike up ahead of the number.
My answer is "not really".
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Daily Options Report: Volatility Chart Du Jour; GOOG
So a commenter had an interesting question yesterday. Basically, can you buy gamma a few weeks ahead of earnings, knowing volatility is going to spike up ahead of the number.
My answer is "not really".
Read More