High IV Options Trades: Strangles, Diagonals & Earnings Strategies

Описание: In today’s What’s Your Assumption? segment, we analyze several high implied volatility setups across global ETFs, large-cap equities, software names, crypto-related products, and major index markets. The focus is on how different directional assumptions bullish, neutral, or slightly bearish can translate into specific options structures in real time.

We walk through elevated IV Rank environments, short strangles in strong momentum markets, diagonal spreads around earnings events, synthetic covered call structures, neutral “crab” style setups, and defined versus undefined risk decisions. The discussion also highlights how volatility reacted ahead of a major earnings catalyst and why responding to actual market conditions can be more effective than predicting what implied volatility might do.

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#OptionsTrading #EarningsTrades #ImpliedVolatility #RiskManagement #DiagonalSpread #Strangle #VolatilityTrading

0:00 – High IV in EWY and short strangles
2:50 – CRM earnings diagonal strategy
6:35 – Roblox synthetic covered call
9:25 – S&P volatility reaction before earnings
10:55 – Apple neutral “crab” structure
13:15 – IBM liquidity concerns
14:15 – China earnings and volatility
15:45 – Ethereum convexity play
17:30 – Snow earnings diagonal
18:30 – Nvidia neutral-to-bullish structure
20:00 – Managing volatility expectations

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Past performance is not indicative of future results. Performance is not presented net of all commissions, fees, and expenses. Multi-leg option strategies incur higher transaction costs than single leg trades as they involve multiple commission charges. Examples provided are for illustrative, informational, and educational purposes only and are not intended to be reflective of results you can expect to achieve. Supporting documentation for any claims (including claims made on behalf of options programs), comparisons, statistics, or other technical data, if applicable, will be supplied upon request.

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