New Earnings Simulator - Market Analysis for Jul 17th, 2017
The Gamma Central tool now has a more complete earnings simulator, so we can finally see the final volatility after earnings and the expected collapse. This is of great help for those of you that like to design trades that will benefit from the volatility collapse and in general is very useful if you want to quantify the losses on your long positions after earnings. The link for a short tutorial video is here: https://youtu.be/jWPqlm8BhQw