View: NFLX 30 del calls 9 d to 0 d before earnings.png
NFLX 30 del calls 9 d to 0 d before earnings.png
Backtesting 30 delta calls, 7 d expiration, exit at 50% win or 50% loss (% of cost of call), and immediately re-enter with 30 del call 7 d to expiration until day of earnings.
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