In this episode, Coach Matt and Tim discuss the Straddle options strategy, specifically in relation to how straddles work with the implied volatility cycle. As earnings season is mostly finished, we can now start to look out for the next earnings season. Implied volatility tends to build in the 4-6 weeks prior to a company’s earnings report, and options traders can build trades to take advantage of the IV build, using the Straddle or Strangle strategy. Listen in to the conversation about vega, implied volatility, and the straddle trade during this week’s feature.
Before that, the coaches discuss the broad markets during our weekly skyline. Stocks have pushed back towards highs on the S&P 500 and Dow, while the Nasdaq has recovered some. Crude oil is threatening a breakout, and gold continues its uptrend. Bitcoin got pummelled last week and is now trying to find some support. Listen in to the coaches discuss everything impacting the markets during this segment.
