Short Straddles on Earnings Day

This tracking is based on open short straddle positions before the earnings news and cover them after the earnings. For long side of the play, visit here.

• Important: Optionslam.com only started to track this report since July 2007.

• Iron Condor: Enter the trade at Market Close before earnings news.
• Close Trade: Close the trade at Market Open after earnings news.

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