Low expectations: Apple options analysis for Q2 2016 results

July 26, 2016

Options Backtesting Results

Historical average return: +$288.75 (backtested over 5.8 years)
Historical success probability: 70.0%


Selling weekly straddles in advance of Apple earnings reports has been profitable 70% of the time over the past six years. Analyst expectations are low for Apple this quarter as iPhone demand is anticipated to continue to slow.

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