https://steadyoptions.com/ This webinar discusses one of our favorite strategies of buying straddle before earnings. We discuss the general concept and some test cases. A straddle option strategy is vega positive, gamma positive and theta negative trade. That means that all other factors equal, the option straddle will lose money every day due to the time decay, and the loss will accelerate as we get closer to expiration. For the straddle to make money, one of the two things (or both) has to happen: 1. The stock has to move (no matter which direction). 2. The IV (Implied Volatility) has to increase. Straddles are a good strategy to pursue if you believe that a stock's price will move significantly, but unsure as to which direction. Another case is if you believe that IV of the options will increase - for example, before a significant event like earnings. Take our free trial to see how we trade this strategy - https://steadyoptions.com/subscribe
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