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.
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