These could be of interest to volatility traders looking to open long positions ahead of the next report and close or reverse them just before the release date.
Volatility Trading Digest – Volatility Kings Preview
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These could be of interest to volatility traders looking to open long positions ahead of the next report and close or reverse them just before the release date.
Volatility Kings? is our list of companies having a tendency to experience increasing option implied volatility as their quarterly reporting dates approach. Increasing implied volatility reflects uncertainty or the width of the possible stock price distribution on the report date.