Expected Volatility: 20 Option Straddle Ideas for High Beta Stocks [View article]
You tell only part of the story. You must know that not only must the price move , but you have to overcome volatility crush, where the vol drops sharply after earnings.
In some cases 10% will make you nothing or or very little.
Expected Volatility: 20 Option Straddle Ideas for High Beta Stocks [View article]
In some cases 10% will make you nothing or or very little.