Convexity of short-dated options on big earnings moves
The Flowmaster argued that large earnings moves demonstrate the power of options convexity, where far out-of-the-money calls can generate returns massively exceeding the stock's move.
Sign in to read the full idea
The argument, what validates it, the risks discussed and hearing it from the source are for signed-in members. Free accounts read 3 ideas in full a day. No card required.
The story so far
OPEN · 13 MENTIONS · 10 EPISODES · 5 SHOWS
29 JUL 2026 — 3 AUG 2026 · 2D AGO
11 SUPPORT · 2 REPEAT
- BLOOMBERG SURVEILLANCE
3 EPISODES BETWEEN · 3 MENTIONS
- MONETARY MATTERS WITH JACK FARLEY
- CNBC FAST MONEY
- THE OPTIONS INSIDER RADIO NETWORK
- CNBC FAST MONEY
- THE OPTIONS INSIDER RADIO NETWORK · 3 MENTIONS
- Microsoft earnings disproved AI trade death thesis
- Microsoft's generational quarter crushes expectations
- Convexity of short-dated options on big earnings moves · THIS IDEA
- WSJ WHAT'S NEWS
- CNBC FAST MONEY
- THE OPTIONS INSIDER RADIO NETWORK
- THE OPTIONS INSIDER RADIO NETWORK · 2 MENTIONS
HOW THE SHOWS HAVE DISCUSSED THIS THESIS OVER TIME · NOT A PERFORMANCE RECORD