Category: options

Pharma Events

Just a collection of pharma events to narrow down on potential events. Seeing if there some prediction capability with the guys at Predicting Alpha. If you like this, feel free to go to the home page and subscribe, buy some merch, or click an ad.
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Realtime Earnings Data

What is this? The above graph is today’s earnings after market close, and tomorrow’s earnings before market open. It has been narrowed down to only those earnings with weekly options. It also shows the difference between this weeks option chain and next weeks options to isolate the earnings event volatility. The larger the circle, the […]
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A SNAP Long Vol Trade 45 Feet in the Air

For the last two weeks I decided to paint my house myself. Armed with 50 gallons of paint and a 45 foot articulating boom lift I set to the task. Last Friday, an alert hit my phone. There was some chatter on the Predicting Alpha (huge shout out, and their terminal will be featured through […]
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Simple Straddle Pricing

This is a simple blog post that utilizes python to calculate the expected value of a straddle during earnings. In this case, it’s going to be a short straddle on Morgan Stanley (NYSE: MS). MS earnings is before market open on July 15th, 2021. Looking at the option chain, the front option chain (4 dte) […]
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