Twitter earnings moves surpass options market expectations

July 26, 2016

Options Backtesting Results

Historical average return: -$81.49 (backtested over 2.5 years)
Historical success probability: 38.5%


Selling weekly straddles in advance of Twitter's earnings reports has generally been an unsuccessful strategy and has lost money 61.5% of the time over the past 2.5 years.

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