Trading on corporate earnings news profiting from targeted, short-term options positions
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Other Authors: | |
Format: | eBook |
Language: | English |
Published: |
Upper Saddle River, N.J.
FT Press
2011
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Online Access: | |
Collection: | O'Reilly - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references and index
- Introduction
- Earnings announcements: why are they so important?
- Earnings surprises: definition and measurement
- Earnings surprises: empirical evidence
- Market reactions to earnings announcements
- Market reactions to earnings surprises (are full of surprises)
- General characteristics of optioned companies and options behavior around earnings announcements
- Practical considerations before implementing trades
- Directional bets: long calls, bull call spreads, long puts, and bear put spreads
- Long straddle and strangle strategies
- Short straddle and strangle strategies
- Growth expectations and the torpedo effect
- Revenue and expense surprises
- Earnings surprise persistence
- Other theories and evidence