Users: The Joker: 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.

Comments

BangormanBangorman
What am I missing here? How can exit day of earnings - T-9 - nine days to earnings when I'm buying a call that expires in 7 days? 7 d expiration 3/29/18
The JokerThe Joker
50 % win exit and reenter with 30 delta 7 d to go (closest option avail)  
 
50 % loss exit and reenter 
 
If neither, hold until expiration (close out just prior to expiry) 3/29/18
pdslopepdslope
thank you 3/30/18
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